Edgeworth approximations in first-order stochastic difference equations with exogenous variables
暂无分享,去创建一个
[1] Peter C. B. Phillips,et al. Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation , 1977 .
[2] J. D. Sargan,et al. Edgeworth Approximations to the Distributions of Various Test Statistics , 1981 .
[3] J. Imhof. Computing the distribution of quadratic forms in normal variables , 1961 .
[4] John S. White. Asymptotic expansions for the mean and variance of the serial correlation coefficient , 1961 .
[5] P. Phillips. Edgeworth and saddlepoint approximations in the first-order noncircular autoregression , 1978 .
[6] J. D. Sargan,et al. Econometric Estimators and the Edgeworth Approximation , 1976 .
[7] J. Chambers,et al. On methods of asymptotic approximation for multivariate distributions. , 1967, Biometrika.
[8] P. Phillips. A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators , 1977 .
[9] T. Sawa. The exact moments of the least squares estimator for the autoregressive model , 1978 .
[10] P. Phillips. Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume , 1980 .