On the validity of edgeworth expansions and moment approximations for three indirect inference estimators
Year of publication: |
2018
|
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Authors: | Arvanitis, Stelios ; Dēmos, Antōnēs A. |
Subject: | bias approximation | binding function | bootstrap | locally uniform edgeworth expansions | locally uniform moment approximations | Monte Carlo | MSE approximation | recursive indirect estimators | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach | Stochastischer Prozess | Stochastic process |
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