Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared (Q3920517)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared |
scientific article |
Statements
Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared (English)
0 references
1980
0 references
weighted sum of chi-squared distributions
0 references
two-stage least squares
0 references
asymptotic tests of significance
0 references
Gram-Charlier type approximations
0 references
testing misspecification
0 references
single equation model
0 references
asymptotic chi square
0 references
