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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Institutional Knowledge at Singapore Management University
1983
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sg-smu-ink.soe_research-11692010-09-23T05:48:03Z On Calculating the Edgeworth Approximate Distribution of an Econometric Estimator or Test Statistic TSE, Yiu Kuen This note outlines a practical algorithm for calculating the Edgeworth approximation of a general class of econometric estimators and test statistics. 1983-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/170 info:doi/10.1016/0165-1765(83)90109-x Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Econometrics |
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Singapore Management University |
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SMU Libraries |
| continent |
Asia |
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Singapore Singapore |
| content_provider |
SMU Libraries |
| collection |
InK@SMU |
| language |
English |
| topic |
Econometrics |
| spellingShingle |
Econometrics TSE, Yiu Kuen On Calculating the Edgeworth Approximate Distribution of an Econometric Estimator or Test Statistic |
| description |
This note outlines a practical algorithm for calculating the Edgeworth approximation of a general class of econometric estimators and test statistics. |
| format |
text |
| author |
TSE, Yiu Kuen |
| author_facet |
TSE, Yiu Kuen |
| author_sort |
TSE, Yiu Kuen |
| title |
On Calculating the Edgeworth Approximate Distribution of an Econometric Estimator or Test Statistic |
| title_short |
On Calculating the Edgeworth Approximate Distribution of an Econometric Estimator or Test Statistic |
| title_full |
On Calculating the Edgeworth Approximate Distribution of an Econometric Estimator or Test Statistic |
| title_fullStr |
On Calculating the Edgeworth Approximate Distribution of an Econometric Estimator or Test Statistic |
| title_full_unstemmed |
On Calculating the Edgeworth Approximate Distribution of an Econometric Estimator or Test Statistic |
| title_sort |
on calculating the edgeworth approximate distribution of an econometric estimator or test statistic |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
1983 |
| url |
https://ink.library.smu.edu.sg/soe_research/170 |
| _version_ |
1770569046168698880 |