Folklore Theorems, Implicit Maps, and Indirect Inference

Folklore Theorems, Implicit Maps, and Indirect Inference

The delta method and continuous mapping theorem are among the most extensively used tools in asymptotic derivations in econometrics. Extensions of these methods are provided for sequences of functions that are commonly encountered in applications and where the usual methods sometimes fail. Important...

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Bibliographic Details
Main Author: Peter C. B. PHILLIPS
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2012
Subjects:
Binding function
Delta method
Exact bias
Implicit continuous maps
Indirect inference
Maximum likelihood
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1826
https://ink.library.smu.edu.sg/context/soe_research/article/2825/viewcontent/FolkloreTheoremsImplicitMapsIndirectInference_2010_pp.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1826
https://ink.library.smu.edu.sg/context/soe_research/article/2825/viewcontent/FolkloreTheoremsImplicitMapsIndirectInference_2010_pp.pdf

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