EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS
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Publication:4979324
DOI10.1017/S0266466612000837zbMath1290.62026MaRDI QIDQ4979324
Paul Rilstone, Gubhinder Kundhi
Publication date: 20 June 2014
Published in: Econometric Theory (Search for Journal in Brave)
Related Items (4)
The empirical saddlepoint estimator ⋮ Saddlepoint approximations for short and long memory time series: a frequency domain approach ⋮ On oracle property and asymptotic validity of Bayesian generalized method of moments ⋮ Saddlepoint expansions for GEL estimators
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