On skewness and kurtosis of econometric estimators
Year of publication: |
2009
|
---|---|
Authors: | Bao, Yong ; Ullah, Aman |
Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 12.2009, 2, p. 232-247
|
Saved in:
Saved in favorites
Similar items by person
-
Bias of a value-at-risk estimator
Bao, Yong, (2004)
-
Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong, (2007)
-
The second-order bias and mean squared error of estimators in time-series models
Bao, Yong, (2007)
- More ...