Bias correction for a class of multivari
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Gauss M. Cordeiro; Klaus L.P. Vasconcellos
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Article
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1997
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Elsevier Science
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English
β 601 KB
In this paper, we derive general formulae for second-order biases of maximum likelihood estimates which can be applied to a wide class of multivariate nonlinear regression models. The class of models we consider is very rich and includes a number of commonly used models in econometrics and statistic