Pages that link to "Item:Q1126480"
From MaRDI portal
The following pages link to The second-order bias and mean squared error of nonlinear estimators (Q1126480):
Displaying 46 items.
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
- Finite sample properties of maximum likelihood estimator in spatial models (Q276919) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- A note on the inefficiency of non-linear estimators (Q375073) (← links)
- Second order bias of quasi-MLE for covariance structure models (Q435788) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
- Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates (Q452302) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Second-order nonlinear least squares estimation (Q734401) (← links)
- Edgeworth expansions for GEL estimators (Q765836) (← links)
- The second-order bias of quantile estimators (Q1627013) (← links)
- A general result on the estimation bias of ARMA models (Q1643799) (← links)
- Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models (Q1659162) (← links)
- Estimation bias and feasible conditional forecasts from the first-order moving average model (Q1695568) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
- The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)
- Specification tests based on MCMC output (Q1792489) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- The efficiency of the second-order nonlinear least squares estimator and its extension (Q1926001) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
- The second-order asymptotic properties of asymmetric least squares estimation (Q2297951) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
- A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025) (← links)
- Saddlepoint expansions for GEL estimators (Q2353365) (← links)
- Averaging of an increasing number of moment condition estimators (Q2786680) (← links)
- Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates (Q3007846) (← links)
- On skewness and kurtosis of econometric estimators (Q3161674) (← links)
- OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249) (← links)
- The Third-Order Bias of Nonlinear Estimators (Q3532751) (← links)
- FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION (Q3551024) (← links)
- On the optimality of averaging in distributed statistical learning (Q4606521) (← links)
- EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS (Q4979324) (← links)
- Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data (Q4999156) (← links)
- On Sample Skewness and Kurtosis (Q5080552) (← links)
- A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction (Q5091824) (← links)
- Improved likelihood inferences for Weibull regression model (Q5106932) (← links)
- Bias-correction for Weibull common shape estimation (Q5222263) (← links)
- Local Intrinsic Dimension Estimation by Generalized Linear Modeling (Q5380819) (← links)
- SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES (Q6115049) (← links)
- Bias in local projections (Q6118714) (← links)
- Efficient bias correction for cross-section and panel data (Q6646158) (← links)
