Folklore Theorems, Implicit Maps, and Indirect Inference
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- Marcus J. Chambers & Maria Kyriacou, 2018.
"Jackknife Bias Reduction in the Presence of a Near-Unit Root,"
MDPI, Open Access Journal, vol. 6(1), pages 1-28, March.
- Chambers, MJ & Kyriacou, M, 2016. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Economics Discussion Papers 17623, University of Essex, Department of Economics.
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- Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," DEOS Working Papers 1802, Athens University of Economics and Business.
- Ploberger, Werner & Phillips, Peter C.B., 2012. "Optimal estimation under nonstandard conditions," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.
- Stelios Arvanitis, 2014. "A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 536-557, November.
- Aman Ullah & Yong Bao & Ru Zhang, 2014. "Moment Approximation for Unit Root Models with Nonnormal Errors," Working Papers 201401, University of California at Riverside, Department of Economics.
- Stelios Arvanitis & Antonis Demos, "undated". "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers 1411, Athens University of Economics and Business, revised 23 Sep 2014.
- Arvanitis Stelios & Demos Antonis, 2018.
"On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators,"
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De Gruyter, vol. 7(1), pages 1-38, January.
- Stelios Arvanitis & Antonis Demos, 2014. "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators," DEOS Working Papers 1406, Athens University of Economics and Business.
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- Kyriacou, Maria, 2014. "Overlapping sub-sampling and invariance to initial conditions," Discussion Paper Series In Economics And Econometrics 1203, Economics Division, School of Social Sciences, University of Southampton.
- Laurini, Márcio Poletti & Hotta, Luiz Koodi, 2013. "Indirect Inference in fractional short-term interest rate diffusions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 109-126.
- Liang Jiang & Xiaohu Wang & Jun Yu, 2014. "On Bias in the Estimation of Structural Break Points," Working Papers 22-2014, Singapore Management University, School of Economics.
- Maria Kyriacou & Peter C. B. Phillips & Francesca Rossi, 2017.
"Indirect inference in spatial autoregression,"
Royal Economic Society, vol. 20(2), pages 168-189, June.
- Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2014. "Indirect inference in spatial autoregression," Discussion Paper Series In Economics And Econometrics 1418, Economics Division, School of Social Sciences, University of Southampton.
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- Nikolay Gospodinov & Serena Ng, 2015.
"Minimum Distance Estimation of Possibly Noninvertible Moving Average Models,"
Journal of Business & Economic Statistics,
Taylor & Francis Journals, vol. 33(3), pages 403-417, July.
- Gospodinov, Nikolay & Ng, Serena, 2013. "Minimum distance estimation of possibly non-invertible moving average models," FRB Atlanta Working Paper 2013-11, Federal Reserve Bank of Atlanta.
- Hendrik Kaufmannz & Robinson Kruse, 2013. "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers 2013-10, Department of Economics and Business Economics, Aarhus University.
- Zhongwen Liang, 2017. "A Unified Approach on the Local Power of Panel Unit Root Tests," Papers 1710.02944, arXiv.org.
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