On skewness and kurtosis of econometric estimators
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Publication:3161674
DOI10.1111/j.1368-423X.2009.00289.xzbMath1206.62027MaRDI QIDQ3161674
Publication date: 15 October 2010
Published in: Econometrics Journal (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62M30: Inference from spatial processes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
Cites Work
- Finite sample properties of maximum likelihood estimator in spatial models
- The second-order bias and mean squared error of estimators in time-series models
- The second-order bias and mean squared error of nonlinear estimators
- Moments of the ratio of two dependent quadratic forms
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- The Validity of Nagar's Expansion for the Moments of Econometric Estimators
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Approximations to Finite Sample Moments of Estimators Whose Exact Sampling Distributions are Unknown