A general method for third-order bias and variance corrections on a nonlinear estimator
نویسندگان
چکیده
منابع مشابه
A General Method for Third-Order Bias and Variance Corrections on a Nonlinear Estimator
Motivated by a recent study of Bao and Ullah (2007a) on finite sample properties of MLE in the pure SAR (spatial autoregressive) model, a general method for third-order bias and variance corrections on a nonlinear estimator is proposed based on stochastic expansion and bootstrap. Working with concentrated estimating equation simplifies greatly the high-order expansions for bias and variance; a ...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2015
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2014.07.003