A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Phillips, P.C.B., 1984.
"The exact distribution of the Stein-rule estimator,"
Journal of Econometrics,
Elsevier, vol. 25(1-2), pages 123-131.
- Peter C.B. Phillips, 1983. "The Exact Distribution of the Stein-Rule Estimator," Cowles Foundation Discussion Papers 682, Cowles Foundation for Research in Economics, Yale University.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Simon A. Broda & Raymond Kan, 2016. "On distributions of ratios," Biometrika, Biometrika Trust, vol. 103(1), pages 205-218.
- Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP46/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- repec:gam:jecnmx:v:5:y:2017:i:3:p:43-:d:112377 is not listed on IDEAS
- Phillips, P C B, 1991.
"Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 6(4), pages 435-473, Oct.-Dec..
- Peter C.B. Phillips, 1991. "Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum," Cowles Foundation Discussion Papers 986, Cowles Foundation for Research in Economics, Yale University.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ecm:emetrp:v:47:y:1979:i:6:p:1527-47. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/essssea.html .
We have no references for this item. You can help adding them by using this form .