A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction

Stelios Arvanitis; Antonis Demos

doi:10.1111/ectj.12045

A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction

Econometrics Journal ◽

10.1111/ectj.12045 ◽

2015 ◽

Vol 18 (2) ◽

pp. 200-241 ◽

Cited By ~ 4

Author(s):

Stelios Arvanitis ◽

Antonis Demos

Keyword(s):

Bias Correction ◽

Higher Order ◽

Indirect Inference ◽

Higher Order Asymptotics

Download Full-text

Higher order asymptotics of Toeplitz determinants with symbols in weighted Wiener algebras

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2005.08.003 ◽

2006 ◽

Vol 320 (2) ◽

pp. 944-963 ◽

Cited By ~ 6

Author(s):

Alexei Yu. Karlovich

Keyword(s):

Higher Order ◽

Toeplitz Determinants ◽

Higher Order Asymptotics

Download Full-text

Higher order asymptotics

Empirical Likelihood ◽

10.1201/9781420036152-15 ◽

2001 ◽

pp. 266-277

Keyword(s):

Higher Order ◽

Higher Order Asymptotics

Download Full-text

Higher Order Asymptotics Unleashed: Software Design for Nonlinear Heteroscedastic Regression

Journal of Computational and Graphical Statistics ◽

10.1198/1061860032003 ◽

2003 ◽

Vol 12 (3) ◽

pp. 682-697 ◽

Cited By ~ 6

Author(s):

Ruggero Bellio ◽

Alessandra R Brazzale

Keyword(s):

Software Design ◽

Higher Order ◽

Higher Order Asymptotics ◽

Heteroscedastic Regression

Download Full-text

Higher order asymptotics for negative binomial regression inferences from RNA-sequencing data

Statistical Applications in Genetics and Molecular Biology ◽

10.1515/sagmb-2012-0071 ◽

2013 ◽

Vol 12 (1) ◽

Cited By ~ 2

Author(s):

Yanming Di ◽

Sarah C. Emerson ◽

Daniel W. Schafer ◽

Jeffrey A. Kimbrel ◽

Jeff H. Chang

Keyword(s):

Rna Sequencing ◽

Negative Binomial ◽

Negative Binomial Regression ◽

Higher Order ◽

Sequencing Data ◽

Higher Order Asymptotics ◽

Binomial Regression

Download Full-text

Higher-Order Asymptotics of Mutual Information for Nonlinear Channels with Non-Gaussian Noise

Problems of Information Transmission ◽

10.1023/b:prit.0000011271.44336.b2 ◽

2003 ◽

Vol 39 (4) ◽

pp. 324-340 ◽

Cited By ~ 2

Author(s):

V. V. Prelov ◽

E. C. van der Meulen

Keyword(s):

Mutual Information ◽

Gaussian Noise ◽

Higher Order ◽

Higher Order Asymptotics ◽

Nonlinear Channels ◽

Non Gaussian

Download Full-text

Higher-Order Asymptotics and Its Application to Testing the Equality of the Examinee Ability Over Two Sets of Items

Psychometrika ◽

10.1007/s11336-018-9627-8 ◽

2018 ◽

Vol 84 (2) ◽

pp. 484-510 ◽

Cited By ~ 3

Author(s):

Sandip Sinharay ◽

Jens Ledet Jensen

Keyword(s):

Higher Order ◽

Higher Order Asymptotics

Download Full-text

Higher-order asymptotics and critical indexes in the ϕ3 theory

Nuclear Physics B ◽

10.1016/j.nuclphysb.2014.05.008 ◽

2014 ◽

Vol 884 ◽

pp. 672-683 ◽

Cited By ~ 2

Author(s):

G.A. Kalagov ◽

M.Yu. Nalimov

Keyword(s):

Higher Order ◽

Higher Order Asymptotics

Download Full-text

On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators

Economics Letters ◽

10.1016/j.econlet.2014.03.017 ◽

2014 ◽

Vol 123 (3) ◽

pp. 333-335

Author(s):

Tak Wai Chau

Keyword(s):

Bias Correction ◽

Indirect Inference

Download Full-text

Motion of a Curved Vortex Filament: Higher-Order Asymptotics

IUTAM Symposium on Geometry and Statistics of Turbulence - Fluid Mechanics and Its Applications ◽

10.1007/978-94-015-9638-1_25 ◽

2001 ◽

pp. 211-216 ◽

Cited By ~ 6

Author(s):

Yasuhide Fukumoto

Keyword(s):

Higher Order ◽

Vortex Filament ◽

Higher Order Asymptotics

Download Full-text

Higher-order asymptotics and the likelihood principle: One-parameter models

Biometrika ◽

10.1093/biomet/81.1.1 ◽

1994 ◽

Vol 81 (1) ◽

pp. 1-10 ◽

Cited By ~ 6

Author(s):

D. A. PIERCE ◽

D. PETERS

Keyword(s):

Higher Order ◽

Likelihood Principle ◽

Higher Order Asymptotics

Download Full-text