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A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System
A. Holly, P. C. B. Phillips, A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System, Econometrica, Vol. 47, No. 6 (Nov., 1979), pp. 1527-1547