Some methods for comparing first-order asymptotically equivalent estimators
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Volume (Year): 21 (1997)
Issue (Month): 3 (September)
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References listed on IDEAS
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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.
- 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.
- Linton, Oliver, 1995.
"Second Order Approximation in the Partially Linear Regression Model,"
Econometric Society, vol. 63(5), pages 1079-1112, September.
- Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation for Research in Economics, Yale University.
- 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.
- Robinson, Peter M, 1988. "The Stochastic Difference between Econometric Statistics," Econometrica, Econometric Society, vol. 56(3), pages 531-48, May.
- Sargan, J D & Mikhail, W M, 1971. "A General Approximation to the Distribution of Instrumental Variables Estimates," Econometrica, Econometric Society, vol. 39(1), pages 131-69, January.
- Sargan, J D & Satchell, S E, 1986. "A Theorem of Validity for Edgeworth Expansions," Econometrica, Econometric Society, vol. 54(1), pages 189-213, January.
- P. C. B. Phillips, 1980. "Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume," Review of Economic Studies, Oxford University Press, vol. 47(1), pages 183-224.
- Sargan, J D, 1974. "The Validity of Nagar's Expansion for the Moments of Econometric Estimators," Econometrica, Econometric Society, vol. 42(1), pages 169-76, 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.
- Mariano, Roberto S, 1973. "Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables," Econometrica, Econometric Society, vol. 41(1), pages 67-77, January.
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