Edgeworth expansion in regression models
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- Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004.
"Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak,"
NBER Technical Working Papers
0302, National Bureau of Economic Research, Inc.
- Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004. "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," Harvard Institute of Economic Research Working Papers 2048, Harvard - Institute of Economic Research.
- Robert Boik, 2008. "Accurate confidence intervals in regression analyses of non-normal data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(1), pages 61-83, March.
- Moreira, Marcelo J. & Porter, Jack R. & Suarez, Gustavo A., 2009. "Bootstrap validity for the score test when instruments may be weak," Journal of Econometrics, Elsevier, vol. 149(1), pages 52-64, April.
- Ivanov, Alexander V. & Zwanzig, Silvelyn, 2002. "Saddlepoint Expansions in Linear Regression," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 183-207, October.
- Kakizawa, Yoshihide, 2009. "Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 473-496, March.
- Yanagihara, Hirokazu, 2003. "Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model," Journal of Multivariate Analysis, Elsevier, vol. 84(2), pages 222-246, February.
More about this item
Keywordslinear models least squares Edgeworth expansions;
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