Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
- 1 March 1975
- journal article
- Published by JSTOR in Econometrica
- Vol. 43 (2) , 327
- https://doi.org/10.2307/1913589
Abstract
This paper obtains Edgeworth or Gram-Charlier expansions for the t ratio of instrumental variable and k-class estimators, and uses them to give approximations t...Keywords
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