Edgeworth approximations in first-order stochastic difference equations with exogenous variables (Q1171848): Difference between revisions

@@ Property / cites work @@
+On methods of asymptotic approximation for multivariate distributions
+Normal rank
@@ Property / cites work @@
+Q5543004
@@ Property / cites work: Q5543004 / rank @@
+Normal rank
@@ Property / cites work @@
+Computing the distribution of quadratic forms in normal variables
+Normal rank
@@ Property / cites work @@
+Q5631939
@@ Property / cites work: Q5631939 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
+Normal rank
@@ Property / cites work @@
+A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
+Normal rank
@@ Property / cites work @@
+Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
+Normal rank
@@ Property / cites work @@
+Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume
+Normal rank
@@ Property / cites work @@
+A Theorem of Validity for Edgeworth Expansions
@@ Property / cites work: A Theorem of Validity for Edgeworth Expansions / rank @@
+Normal rank
@@ Property / cites work @@
+The exact moments of the least squares estimator for the autoregressive model
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for the mean and variance of the serial correlation coefficient
+Normal rank