Title

On Calculating the Edgeworth Approximate Distribution of an Econometric Estimator or Test Statistic

Publication Type

Journal Article

Publication Date

1983

Abstract

This note outlines a practical algorithm for calculating the Edgeworth approximation of a general class of econometric estimators and test statistics.

Discipline

Econometrics

Research Areas

Econometrics

Publication

Economics Letters

Volume

12

Issue

1

First Page

239

Last Page

242

ISSN

0165-1765

Identifier

10.1016/0165-1765(83)90109-x

Publisher

Elsevier

Additional URL

http://dx.doi.org/10.1016/0165-1765(83)90109-x

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