TRANSFORMATIONS FOR MULTIVARIATE STATISTICS (Q5696357): Difference between revisions

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+A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
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+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
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+Effects of transformations in higher order asymptotic expansions
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+Approximations for densities of sufficient estimators
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+Saddlepoint Approximations in Statistics
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+Asymptotic Expansions of the Information Matrix Test Statistic
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+On the validity of the formal Edgeworth expansion
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+Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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+The Density of the Maximum Likelihood Estimator
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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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+Local sufficiency
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+Edgeworth expansions in Gaussian autoregression
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+Empirically relevant critical values for hypothesis tests: A bootstrap approach
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+Efficient Tests for an Autoregressive Unit Root
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+Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations
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+A Theorem of Validity for Edgeworth Expansions
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+Econometric Estimators and the Edgeworth Approximation
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