The second-order bias and mean squared error of nonlinear estimators

DOI10.1016/0304-4076(96)89457-7zbMath0866.62010OpenAlexW1980114193MaRDI QIDQ1126480

Paul Rilstone, Aman Ullah, Virendra K. Srivastava

Publication date: 8 December 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(96)89457-7

zbMATH Keywords

Monte Carlomean squared errormaximum likelihoodnonlinear least squaressecond-order biasstochastic expansionsnonlinear estimatorsgeneralized method of moments estimatorsfinite-sample properties

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) General nonlinear regression (62J02)

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