convergence rate of the QML estimators has not been formally studied, and methods for correcting finite sample bias of the QML … estimators have not been given. This paper fills in these gaps. Of the two, bias correction is particularly important to the … those for the SLD model in terms of the rate of convergence and the magnitude of bias. Monte Carlo results show that the …

This paper studies an alternative bias correction for the M-estimator, which is obtained by correcting the moment … equations in the spirit of Firth (1993). In particular, this paper compares the stochastic expansions of the analytically-bias …-step bias correction by using the bias correction of moment equations. This finding suggests that the comparison between the one …

In this paper we derive second and third order bias-corrected maximum likelihood estimates in general uniparametric …. We also obtain closed-form expressions for bias-corrected estimates in one-parameter exponential family models. Our …

framework based on production theory and the activity analysis approach. Although we exploit the existing methods and techniques …

-sectional aggregation. Nonetheless, formal analysis regarding the effect that aggregation has on the long memory dynamics of temperature … aggregation may be exacerbating the long memory estimated in regional and global temperature data. The results are robust to the …

This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in …