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：

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

PHILLIPS, PCB .

[22]

PHILLIPS PCB, 1978, 487 COWL F DISC PAP

[23]

PHILLIPS PCB, UNPUBLISHED

[24] EXACT DISTRIBUTION OF A STRUCTURAL COEFFICIENT ESTIMATOR [J].

RICHARDSON, DH .

[25] ECONOMETRIC ESTIMATORS AND EDGEWORTH APPROXIMATION [J].

SARGAN, JD .

SAWA, T .

[27] FINITE-SAMPLE PROPERTIES OF K-CLASS ESTIMATORS [J].

SAWA, T .