On Calculating the Edgeworth Approximate Distribution of an Econometric Estimator or Test Statistic
This note outlines a practical algorithm for calculating the Edgeworth approximation of a general class of econometric estimators and test statistics.
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
1983
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/170 |
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| Institution: | Singapore Management University |
| Language: | English |