Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant
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More about this item
Keywords
bias reduction; maximum likelihood; nonlinear bias function;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-07-30 (Econometrics)
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