Edgeworth expansion in regression models

Asymptotic expansions for the standardized as well as the studentized least squares estimate in multiple linear regression models are obtained without assuming normal errors and under simple assumptions that are easy to check.

MoreLess

Year of publication:	1990
Authors:	Qumsiyeh, Maher B.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 35.1990, 1, p. 86-101
Publisher:	Elsevier
Keywords:	linear models least squares Edgeworth expansions

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221683