Broda,Simon; Paolella, Marc S.; Tchopourian, Yianna - Institut für Schweizerisches Bankwesen <Zürich> - 2006
Based on the notion of a quantile unbiased estimating function, this paper develops a general method for conducting exact small-sample inference in models which allow the estimator of the (scalar) parameter of interest to be expressed as the root of an estimating function, and which is...