On skewness and kurtosis of econometric estimators (Q3161674): Difference between revisions

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+Finite sample properties of maximum likelihood estimator in spatial models
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+The second-order bias and mean squared error of estimators in time-series models
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+Moments of the ratio of two dependent quadratic forms
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+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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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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+The second-order bias and mean squared error of nonlinear estimators
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+The Validity of Nagar's Expansion for the Moments of Econometric Estimators
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+Approximations to Finite Sample Moments of Estimators Whose Exact Sampling Distributions are Unknown
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