On the relevance of finite sample distribution theory

DOI10.1080/07311768308800023zbMath0613.62143OpenAlexW2013167370MaRDI QIDQ4720640

William E. Taylor

Publication date: 1983

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07311768308800023

zbMATH Keywords

Edgeworth expansionsautoregressive modelsfinite sample distribution theorylimited information simultaneous equations estimatorstwo-stage Aitken estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15)

Related Items (1)

On the relevance of first-order asymptotic theory to economics. (With rejoinder)

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