APPROXIMATIONS TO SOME FINITE SAMPLE DISTRIBUTIONS ASSOCIATED WITH A 1ST-ORDER STOCHASTIC DIFFERENCE EQUATION

被引：120

作者：

PHILLIPS, PCB ^{[1
]}

机构：

[1] UNIV ESSEX,COLCHESTER CO4 3SQ,ESSEX,ENGLAND

来源：

ECONOMETRICA | 1977年 / 45卷 / 02期

关键词：

D O I：

10.2307/1911222

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：463 / 485

页数：23

共 11 条

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[3]

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[5]

PHILLIPS PCB, 1975, 69 U ESS DISC PAP

[6]

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[7] GENERAL APPROXIMATION TO DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATES [J].

SARGAN, JD ;

MIKHAIL, WM .

ECONOMETRICA, 1971, 39 (01) :131-&

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

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ECONOMETRICA, 1976, 44 (03) :421-448

[9]

SHENTON LR, 1965, J ROY STAT SOC B, V27, P308

[10] THE LIMITING DISTRIBUTION OF THE SERIAL-CORRELATION COEFFICIENT IN THE EXPLOSIVE CASE-II [J].

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