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On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)

Antonis Demos () and Stelios Arvanitis ()

No 1230, DEOS Working Papers from Athens University of Economics and Business

Abstract: This extended appendix contains detailed proofs for the results in the paper "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators".

Keywords: Locally Uniform Edgeworth Expansions; Locally Uniform Moment Approximations; Bias Approximation; MSE Approximation; Binding Function; Recursive Indirect Estimators (search for similar items in EconPapers)
JEL-codes: C10 C13 (search for similar items in EconPapers)
Date: 2012-11-22
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Working Paper: On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) (2013) Downloads
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