The second-order bias and mean squared error of nonlinear estimators (Q1126480): Difference between revisions

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+The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
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+Q3825928
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+On the validity of the formal Edgeworth expansion
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+Robust methods and asymptotic theory in nonlinear econometrics
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+Asymptotic Expansions of the Information Matrix Test Statistic
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+Q3845448
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+Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Q4002943
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+The bootstrap and Edgeworth expansion
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model
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+Q3996154
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+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
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+Q4059363
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+Q5627593
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+A third-order optimum property of the maximum likelihood estimator
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+A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
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+On the Formulation of Wald Tests of Nonlinear Restrictions
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+The Stochastic Difference Between Econometric Statistics
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+Q3703102
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+Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
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+Note on the Consistency of the Maximum Likelihood Estimate
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