On the finite-sample distribution of the feasible GLS estimator : an application of the Cornish-Fisher correction
Spyridon D. Symeonides
| Year of publication: |
June 2017
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|---|---|
| Authors: | Symeonides, Spyridon D. |
| Published in: |
Journal of world economic review. - New Delhi : Serials Publ., ISSN 0973-4368, ZDB-ID 2467379-1. - Vol. 12.2017, 1, p. 1-13
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| Subject: | Edgeworth and Cornish-Fisher expansion | local exactness | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011723421