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

DOI10.1016/0165-1765(83)90109-XzbMath1273.91390MaRDI QIDQ374792

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

• 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
• Econometric Estimators and the Edgeworth Approximation
• Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
• Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
• A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators

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