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...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2015
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| 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 |
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| Institution: | Singapore Management University |
| Language: | English |