A General Method for Third-Order Bias and Variance Corrections on a Nonlinear Estimator

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 concen...

Full description

Saved in:
Bibliographic Details
Main Author: YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
Subjects:
Third-order bias
Third-order variance
Bootstrap
Concentrated estimating equation
Monte Carlo
Spatial layout
Stochastic expansion
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1586
https://ink.library.smu.edu.sg/context/soe_research/article/2585/viewcontent/Yang_JOE062014.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1586
https://ink.library.smu.edu.sg/context/soe_research/article/2585/viewcontent/Yang_JOE062014.pdf

Similar Items