A note on Sargan densities

This note reexamines the general class of Sargan densities analyzed by Goldfeld and Quandt (1981), Kafei and Schmidt (1985), and others in the context of approximating normal densities in certain econometric models. It suggests a third-order Sargan density which complies with the Goldfeld and Quandt...

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Bibliographic Details
Main Author: TSE, Yiu Kuen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1987
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/275
https://ink.library.smu.edu.sg/context/soe_research/article/1274/viewcontent/1_s2.0_0304407687900170_main_pv.pdf
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Institution: Singapore Management University
Language: English
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