A New Class of Indirect Estimators and Bias Correction
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- Arvanitis Stelios & Demos Antonis, 2018.
"On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators,"
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- 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.
- 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.
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Keywords
Indirect Estimator; Asymptotic Approximation; Moment Approximation; Higher Order Bias Structure; Binding Function; Local Canonical Representation; Convex Variational Distance.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2010-07-31 (Econometrics)
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