Pages that link to "Item:Q4151058"
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The following pages link to A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators (Q4151058):
Displaying 25 items.
- On calculating the Edgeworth approximate distribution of an econometric estimator or test statistic (Q374792) (← links)
- Edgeworth expansions for GEL estimators (Q765836) (← links)
- A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model (Q1054101) (← links)
- Understanding spurious regressions in econometrics (Q1082027) (← links)
- Testing for cointegration using principal components methods (Q1104687) (← links)
- The exact moments of OLS in dynamic regression models with non-normal errors (Q1123523) (← links)
- The second-order bias and mean squared error of nonlinear estimators (Q1126480) (← links)
- Asymptotic expansions for conditional distributions (Q1133854) (← links)
- Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system (Q1163307) (← links)
- Edgeworth approximations in first-order stochastic difference equations with exogenous variables (Q1171848) (← links)
- On the behavior of inconsistent instrumental variable estimators (Q1173369) (← links)
- An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator (Q1240513) (← links)
- The sampling distribution of forecasts from a first-order autoregression (Q1255748) (← links)
- The valid regions of Gram-Charlier densities with high-order cumulants (Q2075942) (← links)
- Saddlepoint expansions for GEL estimators (Q2353365) (← links)
- Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes (Q2427782) (← links)
- Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407) (← links)
- Second-order refinements for \(t\)-ratios with many instruments (Q2682953) (← links)
- HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS (Q2886979) (← links)
- VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES (Q3217481) (← links)
- Edgeworth Corrections for Realized Volatility (Q3539869) (← links)
- ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS (Q4727185) (← links)
- Second order approximation in a linear regression with heteroskedasticity of unknown form (Q4883723) (← links)
- TRANSFORMATIONS FOR MULTIVARIATE STATISTICS (Q5696357) (← links)
- Further exploration into the valid regions of Gram-Charlier densities (Q6136567) (← links)
