A Theorem of Validity for Edgeworth Expansions

DOI10.2307/1914165zbMath0595.62119OpenAlexW2058078340MaRDI QIDQ3727217

No author found.

Publication date: 1986

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914165

zbMATH Keywords

autoregressive modelfunctionsEdgeworth expansionsimultaneous equation modelsasymptotic approximation of density

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Related Items (3)

Edgeworth approximations in first-order stochastic difference equations with exogenous variables ⋮ Edgeworth Corrections for Realized Volatility ⋮ TRANSFORMATIONS FOR MULTIVARIATE STATISTICS

This page was built for publication: A Theorem of Validity for Edgeworth Expansions