On calculating the Edgeworth approximate distribution of an econometric estimator or test statistic
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Publication:374792
DOI10.1016/0165-1765(83)90109-XzbMATH Open1273.91390MaRDI QIDQ374792FDOQ374792
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Cites Work
- Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume
- Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
- Econometric Estimators and the Edgeworth Approximation
- Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
- Edgeworth approximations in first-order stochastic difference equations with exogenous variables
- A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
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