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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    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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