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
Citation
TSE, Yiu Kuen.
On Calculating the Edgeworth Approximate Distribution of an Econometric Estimator or Test Statistic. (1983). Economics Letters. 12, (1), 239-242. Research Collection School Of Economics.
Available at: https://ink.library.smu.edu.sg/soe_research/170
Additional URL
http://dx.doi.org/10.1016/0165-1765(83)90109-x