A General Method for Third-Order Bias and Variance Corrections on a Nonlinear Estimator

A General Method for Third-Order Bias and Variance Corrections on a Nonlinear Estimator

Motivated by a recent study of Bao and Ullah (2007a) on finite sample properties of MLE in the pure SAR (spatial autoregressive) model, a general method for third-order bias and variance corrections on a nonlinear estimator is proposed based on stochastic expansion and bootstrap. Working with concen...

Saved in:

書目詳細資料
主要作者:	YANG, Zhenlin
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2015
主題:	Third-order bias Third-order variance Bootstrap Concentrated estimating equation Monte Carlo Spatial layout Stochastic expansion Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1586 https://ink.library.smu.edu.sg/context/soe_research/article/2585/viewcontent/Yang_JOE062014.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

Bias-Corrected Estimation for Spatial Autocorrelation
由: YANG, Zhenlin
出版: (2010)

Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Dependence Model
由: LIU, Shew Fan, et al.
出版: (2014)

Asymptotic distribution and finite sample bias correction of QML estimators for spatial error dependence model
由: LIU, Shew Fan, et al.
出版: (2015)

Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Dependence Model
由: LIU, Shew Fan, et al.
出版: (2015)

Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency
由: KIM, Kyoo-il
出版: (2006)

Improved Inferences for Spatial Regression Models
由: LIU, Shew Fan, et al.
出版: (2015)

Bias-correction for Weibull Common Shape Estimation
由: SHEN, Yan, et al.
出版: (2015)

Bias correction and refined inferences for fixed effects spatial panel data models
由: YANG, Zhenlin, et al.
出版: (2016)

Improved likelihood inferences for Weibull regression model
由: SHEN, Yan, et al.
出版: (2017)

Impacts of code-share alliances on airline cost structure: A truncated third-order translog estimation
由: Goh, M., et al.
出版: (2013)

Optical nonclassicality test based on third-order intensity correlations
由: Rigovacca, L., et al.
出版: (2018)

Bias correction for fixed effects spatial panel data models
由: Yang, Zhenlin, et al.
出版: (2015)

Room temperature third-order nonlinear Hall effect in Weyl semimetal TaIrTe₄
由: Wang, Cong, et al.
出版: (2022)

The third-order polynomial method for two-dimensional convection and diffusion
由: Tkalich, P., et al.
出版: (2014)

Existence-uniqueness and iterative methods for third-order boundary value problems
由: Agarwal, R.P.
出版: (2014)

Conceptualizing third space in networked social media
由: Edirisinghe, C., et al.
出版: (2014)

Static Bending Analysis of Auxetic Plate by FEM and a New Third-Order Shear Deformation Plate Theory
由: Pham, Hong Cong, et al.
出版: (2020)

GROUP GOVERNANCE IN A THIRD LINE ENTERPRISE
由: CHEN CHAO
出版: (2015)

A Small-Sample Overlapping Variance-Ratio Test
由: TSE, Yiu Kuen, et al.
出版: (2002)

A Small-Sample Overlapping Variance-Ratio Test
由: TSE, Yiu Kuen, et al.
出版: (2004)

A uniqueness and existence theorem for a singular third-order boundary value problem on [0, ∞)
由: Jiang, D., et al.
出版: (2014)

Parameter estimation and bias correction for diffusion processes
由: Tang, C.Y., et al.
出版: (2014)

Analysis of third-party warehousing contracts with commitments
由: Chen, F.Y., et al.
出版: (2013)

On Refined and Robust Inferences for Spatial Econometric Models
由: LIU, Shew Fan
出版: (2016)

How accurate are confidence intervals for impulse responses in large VAR models?
由: KILIAN, Lutz, et al.
出版: (2000)

Asymptotics and Bootstrap for Transformed Panel Data Regressions
由: SU, Liangjun, et al.
出版: (2009)

BEYOND SECOND-ORDER: EXPLORING THIRD-ORDER CONDITIONING THROUGH HUMAN CONTINGENCY LEARNING
由: CHERYL CHONG HUI QING
出版: (2024)

LM tests of spatial dependence based on bootstrap critical values
由: YANG, Zhenlin
出版: (2015)

Exploring the spatiality of networked social media as the third space
由: Edirisinghe, C., et al.
出版: (2014)

A junctionless gate-all-around silicon nanowire FET of high linearity and its potential applications
由: Wang, T., et al.
出版: (2014)

Economics for the Global Economic Order: The Tragedy of Epic Fail Equilibria
由: Shiro Armstrong, et al.
出版: (2024)

Stochastic gradient Hamiltonian Monte Carlo with variance reduction for Bayesian inference
由: LI, Zhize, et al.
出版: (2019)

Risk analysis of commitment-option contracts with forecast updates
由: Buzacott, J., et al.
出版: (2013)

Semiparametric Estimator of Time Series Conditional Variance
由: MISHRA, Santosh, et al.
出版: (2010)

Third nerve palsy associated with preeclampsia and HELLP syndrome
由: Chutatape, A., et al.
出版: (2016)

Effects of oxytocics on prostaglandin levels in the third stage of labour
由: Ilancheran, A., et al.
出版: (2013)

Mechanical activation-induced sequential combination, morphotric segregation and order-disorder transformation in Pb-based relaxors
由: Xingsen, G., et al.
出版: (2014)

A new statistic for regression transformation
由: YANG, Zhenlin
出版: (2000)

Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
由: YANG, Zhenlin
出版: (2018)

Effects of Bagging and bias correction on estimators defined by estimating equations
由: Chen, S.X., et al.
出版: (2014)