On the finite sample effects of nonlinear reparameterizations
DOI10.1080/07474939608800337zbMATH Open0856.62006OpenAlexW3125239478MaRDI QIDQ4883724FDOQ4883724
Authors: Paul Rilstone 
Publication date: 29 August 1996
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939608800337
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- scientific article; zbMATH DE number 1293587
asymptotic theorynuisance parametersmean squared errornonlinear modelsnonlinear transformationspredictionssecond order bias
Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Applications of statistics to economics (62P20) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12) Stochastic approximation (62L20)
Cites Work
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the Formulation of Wald Tests of Nonlinear Restrictions
- The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
- Efficient instrumental variables estimation of nonlinear dependent processes
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