Some methods for comparing first-order asymptotically equivalent estimators
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Bibliographic InfoArticle provided by Fundación SEPI in its journal Investigaciones Economicas.
Volume (Year): 21 (1997)
Issue (Month): 3 (September)
Contact details of provider:
Postal: Investigaciones Economicas Fundación SEPI Quintana, 2 (planta 3) 28008 Madrid Spain
Web page: http://www.fundacionsepi.es/
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Phillips, Peter C B, 1977. "A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators," Econometrica, Econometric Society, vol. 45(6), pages 1517-34, September.
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- Sargan, J D & Satchell, S E, 1986. "A Theorem of Validity for Edgeworth Expansions," Econometrica, Econometric Society, vol. 54(1), pages 189-213, January.
- Peter C.B. Phillips, 1982.
"ERA's: A New Approach to Small Sample Theory,"
Cowles Foundation Discussion Papers
645, Cowles Foundation for Research in Economics, Yale University.
- Phillips, P C B, 1980. "Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 183-224, January.
- Sargan, J D, 1975. "Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators," Econometrica, Econometric Society, vol. 43(2), pages 327-46, March.
- Robinson, Peter M, 1988. "The Stochastic Difference between Econometric Statistics," Econometrica, Econometric Society, vol. 56(3), pages 531-48, May.
- Morimune, Kimio & Sakata, Shinichi, 1993. "Modified three-stage least squares estimator which is third-order efficient," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 257-276.
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