A Theorem of Validity for Edgeworth Expansions

DOI10.2307/1914165MaRDI QIDQ3727217zbMATH OpenOpenAlexFDO

Authors

Publication date 1986

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1914165

zbMATH Keywords

asymptotic approximation of densityautoregressive modelEdgeworth expansionfunctionssimultaneous equation models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20)

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(10)

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