A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2098954432 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rao's score test in spatial econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite sample properties of maximum likelihood estimator in spatial models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The second-order bias and mean squared error of estimators in time-series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5889118 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5538617 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4124192 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap methods: another look at the jackknife / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5475047 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Estimation of a Location Parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic distribution of the Moran \(I\) test stastistic with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On bias, inconsistency, and efficiency of various estimators in dynamic panel data models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Third-Order Bias of Nonlinear Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: GMM and 2SLS estimation of mixed regressive, spatial autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification and estimation of econometric models with group interactions, contextual factors and fixed effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of spatial autoregressive panel data models with fixed effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Resampling methods for dependent data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation Methods for Models of Spatial Interaction / rank
 
Normal rank
Property / cites work
 
Property / cites work: The second-order bias and mean squared error of nonlinear estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of the semiparametric spatial autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric GMM estimation of spatial autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Social Interactions, Local Spillovers and Unemployment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869532 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite Sample Econometrics / rank
 
Normal rank

Latest revision as of 03:16, 10 July 2024

scientific article
Language Label Description Also known as
English
A general method for third-order bias and variance corrections on a nonlinear estimator
scientific article

    Statements

    A general method for third-order bias and variance corrections on a nonlinear estimator (English)
    0 references
    0 references
    29 May 2015
    0 references
    third-order bias
    0 references
    third-order variance
    0 references
    bootstrap
    0 references
    concentrated estimating equation
    0 references
    Monte Carlo
    0 references
    spatial layout
    0 references
    stochastic expansion
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers