Home>Econometrica>Issues>Supplemental Materials>A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
A theorem on the validity of Edgeworth type expansions for sample distributions of quite general statistics with limiting normal distributions is established. The result is related to the allied work of Sargan [12] and Chambers [3].
MLA
Phillips, P. C. B.. “A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators.” Econometrica, vol. 45, .no 6, Econometric Society, 1977, pp. 1517-1534, https://www.jstor.org/stable/1912315
Chicago
Phillips, P. C. B.. “A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators.” Econometrica, 45, .no 6, (Econometric Society: 1977), 1517-1534. https://www.jstor.org/stable/1912315
APA
Phillips, P. C. B. (1977). A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators. Econometrica, 45(6), 1517-1534. https://www.jstor.org/stable/1912315
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