Second order bias of quasi-MLE for covariance structure models

DOI10.1016/j.econlet.2011.10.009zbMath1241.62096OpenAlexW2093062949MaRDI QIDQ435788

J. Herrera, H. S. Yoon

Publication date: 12 July 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.10.009

zbMATH Keywords

EL(Q)MLE

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Unnamed Item
• On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
• Handbook of econometrics. Volume 2
• The second-order bias and mean squared error of nonlinear estimators
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• A general method for analysis of covariance structures