On calculating the Edgeworth approximate distribution of an econometric estimator or test statistic

DOI10.1016/0165-1765(83)90109-XMaRDI QIDQ374792zbMATH OpenFDO

Authors Yiu Kuen Tse

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites work

• A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
• 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
• Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume

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