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On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)

Author

Listed:
  • Stelios Arvanitis

    ()

  • Antonis Demos

    () (www.aueb.gr/users/demos)

Abstract

This extended appendix contains detailed proofs for the results in the paper "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators".
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Stelios Arvanitis & Antonis Demos, "undated". "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)," DEOS Working Papers 1330, Athens University of Economics and Business, revised 28 Jun 2013.
  • Handle: RePEc:aue:wpaper:1330
    as

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    File URL: http://wpa.deos.aueb.gr/docs/bias-ii-revis-jspi-ta.pdf
    File Function: Revised version
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    References listed on IDEAS

    as
    1. Stelios Arvanitis & Antonis Demos, 2012. "Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations," DEOS Working Papers 1229, Athens University of Economics and Business, revised 24 Aug 2012.
    2. Corradi, Valentina & Iglesias, Emma M., 2008. "Bootstrap refinements for QML estimators of the GARCH(1,1) parameters," Journal of Econometrics, Elsevier, vol. 144(2), pages 500-510, June.
    3. Magdalinos, Michael A., 1992. "Stochastic Expansions and Asymptotic Approximations," Econometric Theory, Cambridge University Press, vol. 8(03), pages 343-367, September.
    4. Dimitra Kyriakopoulou & Antonis Demos, 2008. "Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models," DEOS Working Papers 1003, Athens University of Economics and Business, revised 03 May 2010.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. 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.
    2. repec:bpj:jecome:v:7:y:2018:i:1:p:38:n:2 is not listed on IDEAS

    More about this item

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

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