Edgeworth Approximations to the Distributions of Various Test Statistics

Author

J.D. Sargan
Yiu Kuen TSE, Singapore Management UniversityFollow

Publication Type

Book Chapter

Publication Date

1981

Discipline

Economics

Research Areas

Econometrics

Publication

Proceedings of the Econometric Society European Meeting, 1979: Selected Econometric Papers in Memory of Stefan Valavanis

First Page

281

Last Page

295

ISBN

9780444861849

Publisher

North-Holland

City or Country

Amsterdam, The Netherlands

Citation

Sargan, J.D. and TSE, Yiu Kuen. Edgeworth Approximations to the Distributions of Various Test Statistics. (1981). Proceedings of the Econometric Society European Meeting, 1979: Selected Econometric Papers in Memory of Stefan Valavanis. 281-295.
Available at: https://ink.library.smu.edu.sg/soe_research/575

Additional URL

https://worldcat.org/oclc/8032360