A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Year of publication: |
2015
|
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Authors: | Arvanitis, Stelios ; Dēmos, Antōnēs A. |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 2, p. 200-241
|
Subject: | Approximate bias correction | Binding function | Bootstrap | Edgeworth expansion | GARCH model | Higher-order bias approximation | Higher-order mean square error approximation | Moment approximation | Monte Carlo | Recursive indirect inference estimator | Stationary Gaussian ARFIMA model | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Systematischer Fehler | Bias | Monte-Carlo-Simulation | Monte Carlo simulation |
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