(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)
Ryan Godwin and I have a new paper - "Improved Analytic Bias Correction for Maximum Likelihood Estimators". You can download it from here.
This paper proposes a modification of the Cox-Snell/Cordeiro-Klein bias correction technique that we've used in our earlier research (including work with Helen Feng and Jacob Schwartz). For some more information about that work, see this earlier post.
Please comment on the article here: Econometrics Beat: Dave Giles' Blog
