EconPapers    
Economics at your fingertips  
 

A New Class of Indirect Estimators and Bias Correction

Antonis Demos () and Stelios Arvanitis ()

No 1023, DEOS Working Papers from Athens University of Economics and Business

Abstract: In this paper we define a set of indirect estimators based on moment approximations of the auxilary estimators. We provide results that describe higher order asymptotic properties of these estimators. The introduction of these is motivated by reasons of analytical and computational facilitation. We extend this set to a class of multistep indirect estimators that have potentially useful higher order bias properties. Furthermore, the widely employed "feasibly biased corrected estimator" is an one optimazation step approxiamtion of the suggested on.

Keywords: Indirect Estimator; Asymptotic Approximation; Moment Approximation; Higher Order Bias Structure; Binding Function; Local Canonical Representation; Convex Variational Distance. (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2010-07-22
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
http://wpa.deos.aueb.gr/docs/GMR2star.pdf First version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aue:wpaper:1023

Access Statistics for this paper

More papers in DEOS Working Papers from Athens University of Economics and Business Contact information at EDIRC.
Series data maintained by Ekaterini Glynou ().

 
Page updated 2017-11-20
Handle: RePEc:aue:wpaper:1023