VALIDITY OF NAGARS EXPANSION FOR MOMENTS OF ECONOMETRIC ESTIMATORS

被引:32
作者
SARGAN, JD [1 ]
机构
[1] LONDON SCH ECON & POLITICAL SCI,LONDON,ENGLAND
关键词
D O I
10.2307/1913692
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:169 / 176
页数:8
相关论文
共 9 条
[1]  
Copson ET, 1967, ASYMPTOTIC EXPANSION
[2]  
MARIANO RS, 1969, 2 STANF U I MATH STU
[3]  
NAGAR AL, TO BE PUBLISHED
[4]  
NAGAR AL, 1959, ECONOMETRICA, V27, P573
[5]  
RICHARDSON DH, 1968, J AM STATISTICAL ASS, V63, P1215
[6]   GENERAL APPROXIMATION TO DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATES [J].
SARGAN, JD ;
MIKHAIL, WM .
ECONOMETRICA, 1971, 39 (01) :131-&
[7]  
SARGAN JD, 1970, WORLD C ECONOMETRIC
[8]   APPROXIMATIONS TO FINITE SAMPLE MOMENTS OF ESTIMATORS WHOSE EXACT SAMPLING DISTRIBUTIONS ARE UNKNOWN [J].
SRINIVASAN, TN .
ECONOMETRICA, 1970, 38 (03) :533-+
[9]  
WILKS S, 1962, MATHEMATICAL STATIST