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Qualitative study of a class of nonlinear integral models (after V. M. Glushkov)

โœ Scribed by V. V. Ivanov; V. M. Yanenko; Yu. P. Yatsenko

Publisher
Springer US
Year
1984
Tongue
English
Weight
740 KB
Volume
19
Category
Article
ISSN
1573-8337

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Bias correction for a class of multivari
Bias correction for a class of multivariate nonlinear regression models
โœ Gauss M. Cordeiro; Klaus L.P. Vasconcellos ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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