On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951)
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scientific article; zbMATH DE number 7081847
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| English | On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators |
scientific article; zbMATH DE number 7081847 |
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On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (English)
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18 July 2019
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bias approximation
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binding function
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bootstrap
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locally uniform Edgeworth expansions
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locally uniform moment approximations
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Monte Carlo
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MSE approximation
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recursive indirect estimators
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0.8598189353942871
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0.7304062843322754
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0.7296767830848694
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0.7259830832481384
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0.7219542860984802
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