Article ID Journal Published Year Pages File Type
5096159 Journal of Econometrics 2014 12 Pages PDF
Abstract
We examine the delta expansion and the Hermite expansion without rearrangement numerically to find that the delta expansion has such advantageous features as the order of the error bound can be more effectively attained. It is also found that our expansion gives a comparable numerical accuracy of the approximation to the expansion Aït-Sahalia (1999) suggested, while making any symbolic computation unnecessary.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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