SADDLEPOINT APPROXIMATION TO THE DISTRIBUTION OF THE K-CLASS ESTIMATOR OF A COEFFICIENT IN A SIMULTANEOUS SYSTEM

被引：14

作者：

HOLLY, A

PHILLIPS, PCB

机构：

[1] UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND

[2] YALE UNIV,NEW HAVEN,CT 06520

来源：

ECONOMETRICA | 1979年 / 47卷 / 06期

关键词：

D O I：

10.2307/1914016

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1527 / 1547

页数：21

共 27 条

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ANDERSON, TW .

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[4] ASYMPTOTIC EXPANSIONS OF DISTRIBUTIONS OF ESTIMATES IN SIMULTANEOUS EQUATIONS FOR ALTERNATIVE PARAMETER SEQUENCES [J].

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[5]

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[8]

DANIELS HE, 1956, BIOMETRIKA, V43, P169

[9]

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[10]

Dieudonne J., 1968, CALCUL INFINITESIMAL

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