Imhof Approximations to Econometric Estimators

DOI10.2307/2298089zbMath0706.62101OpenAlexW2026382046MaRDI QIDQ3486717

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Publication date: 1990

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2298089

zbMATH Keywords

linear modelImhof distributionEdgeworth approximationslinear combination of the sample data second moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

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