A general method for third-order bias and variance corrections on a nonlinear estimator
type: Item
instance of: scholarly article
title: A general method for third-order bias and variance corrections on a nonlinear estimator
zbMATH Open document ID: 1331.62490
author: Zhenlin Yang
published in: Journal of Econometrics
publication date: 2015-05-29T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/1586
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6441028
zbMATH Keywords: third-order bias
zbMATH Keywords: third-order variance
zbMATH Keywords: bootstrap
zbMATH Keywords: concentrated estimating equation
zbMATH Keywords: Monte Carlo
zbMATH Keywords: spatial layout
zbMATH Keywords: stochastic expansion
MaRDI profile type: Publication
OpenAlex ID: W2098954432
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DOI: 10.1016/J.JECONOM.2014.07.003
description: scientific article