A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System
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- 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.
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