Finite Sample Distributions Associated with Stochastic Difference Equations--Some Experimental Evidence

DOI10.2307/1913791zbMath0291.62023OpenAlexW1978865432MaRDI QIDQ4042457

Robert J. Rohr, David H. Richardson, Robert L. Basmann

Publication date: 1974

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913791

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15) Stochastic analysis (60H99)

Related Items

Determinants of firm-level domestic sales and exports with spillovers: evidence from China ⋮ A reply to Professors Maasoumi and Phillips ⋮ Statistical outlier analysis in litigation support: The case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al