Econometrica Vol. 47 No. 6 1979
A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System
Abstract
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
- DOI
- 10.2307/1914016
- Volume
- 47
- Issue
- 6
- Pages
- 1527
- Sources
- bibtex:phds-export.bib crossref openalex