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~institution:"Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)"
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Approximate Bias Correction
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Binding Function
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Edgeworth Expansion
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GARCH model
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Higher Order Bias Approximation
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Arvanitis, Stelios
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Demos, Antonis
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Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
Erasmus University Rotterdam, Econometric Institute
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate
Bias
Correction
(Revised)
Arvanitis, Stelios
;
Demos, Antonis
-
Department of International and European Economic …
indirect inference framework for some "classical"
bias
correction
procedures. We derive higher order asymptotic properties of …
Persistent link: https://www.econbiz.de/10010930476
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