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Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators

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  • Sargan, J D

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 43 (1975)
Issue (Month): 2 (March)
Pages: 327-46

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Handle: RePEc:ecm:emetrp:v:43:y:1975:i:2:p:327-46

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Cited by:
  1. Luis Firinguetti & Gladys Bobadilla, 2011. "Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion," Statistical Papers, Springer, vol. 52(2), pages 287-307, May.
  2. Del Brio, Esther B. & Perote, Javier, 2012. "Gram–Charlier densities: Maximum likelihood versus the method of moments," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 531-537.
  3. M. Dolores de Prada & Luis M. Borge, 1997. "Some methods for comparing first-order asymptotically equivalent estimators," Investigaciones Economicas, Fundación SEPI, vol. 21(3), pages 473-500, September.
  4. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2008. "Multivariate Gram-Charlier Densities," MPRA Paper 29073, University Library of Munich, Germany.
  5. Oliver Linton, 1997. "Second Order Approximation in a Linear Regression with Heteroskedasticity for Unknown Form," Cowles Foundation Discussion Papers 1151, Cowles Foundation for Research in Economics, Yale University.
  6. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.

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