Pages that link to "Item:Q2839040"
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The following pages link to Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040):
Displaying 4 items.
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model (Q2868871) (← links)
- A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model (Q5176862) (← links)
