The Third-Order Bias of Nonlinear Estimators
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Publication:3532751
DOI10.1080/03610920801983193zbMath1152.62315OpenAlexW2104730413MaRDI QIDQ3532751
Paul Rilstone, Gubhinder Kundhi
Publication date: 28 October 2008
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920801983193
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Related Items (6)
Improved likelihood inferences for Weibull regression model ⋮ Bias-correction for Weibull common shape estimation ⋮ EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS ⋮ Edgeworth expansions for GEL estimators ⋮ A general method for third-order bias and variance corrections on a nonlinear estimator ⋮ Saddlepoint expansions for GEL estimators
Cites Work
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- The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
- A third-order optimum property of the maximum likelihood estimator
- Approximate bias correction in econometrics
- Some improvements for bootstrapping regression estimators under first- order serial correlation
- The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model
- On the finite sample effects of nonlinear reparameterizations
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Finite Sample Econometrics
- The bootstrap and Edgeworth expansion
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