This paper is concerned with giving general conditions for the validity of a approximation to a distribution function by means of the weighted sum of a set of Chi-squared distribution functions. The conditions are very similar to those of [3]. The approximation is illustrated by an example of its use.
MLA
Sargan, J. D.. “Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared.” Econometrica, vol. 48, .no 5, Econometric Society, 1980, pp. 1107-1138, https://www.jstor.org/stable/1912174
Chicago
Sargan, J. D.. “Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared.” Econometrica, 48, .no 5, (Econometric Society: 1980), 1107-1138. https://www.jstor.org/stable/1912174
APA
Sargan, J. D. (1980). Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared. Econometrica, 48(5), 1107-1138. https://www.jstor.org/stable/1912174
By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device. Cookies are used to optimize your experience and anonymously analyze website performance and traffic.
