Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
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Publication:1163307
DOI10.1016/0304-4076(82)90035-5zbMath0483.62010MaRDI QIDQ1163307
Masanobu Taniguchi, Yasunori Fujikoshi, Naoto Kunitomo, Kimio Morimune
Publication date: 1982
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(82)90035-5
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Cites Work
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- Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
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- An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion
- Comparison of k-Class Estimators When the Disturbances Are Small
