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

Author

Yiu Kuen TSE, Singapore Management UniversityFollow

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

Citation

TSE, Yiu Kuen. On Calculating the Edgeworth Approximate Distribution of an Econometric Estimator or Test Statistic. (1983). Economics Letters. 12, (1), 239-242.
Available at: https://ink.library.smu.edu.sg/soe_research/170

Additional URL

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