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Corrigendum to: ``The second-order bias and mean squared error of nonlinear estimators

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Publication:261893
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DOI10.1016/j.jeconom.2004.01.001zbMath1336.62091OpenAlexW1579778047MaRDI QIDQ261893

Paul Rilstone, Aman Ullah

Publication date: 24 March 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.01.001


Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) General nonlinear regression (62J02)


Related Items

The second-order bias and mean squared error of estimators in time-series models, Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates, The Third-Order Bias of Nonlinear Estimators, Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates, AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS, EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS, Edgeworth expansions for GEL estimators, Saddlepoint expansions for GEL estimators



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