Higher-Order Stochastic Expansions and Approximate Moments for Non-linear Models with Heterogeneous Observations

被引：3
|
作者：
Rilstone, Paul [1 ]
机构：
[1] York Univ, Toronto, ON, Canada
来源：
JOURNAL OF QUANTITATIVE ECONOMICS | 2021年 / 19卷 / SUPPL 1期
关键词：
Stochastic approximations; Approximate moments; Non-linear; MAXIMUM-LIKELIHOOD ESTIMATOR; FINITE-SAMPLE PROPERTIES; BIAS; MATRIX;
D O I：
10.1007/s40953-021-00265-9
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Higher-order asymptotic theory for estimators of the parameters of non-linear models with heterogeneous observations is developed. New methods for deriving stochastic expansions and approximate first through fourth moments of these estimators are presented.
引用
收藏
页码：99 / 120
页数：22
相关论文
共 50 条
12345