Finite Sample Distributions

Aman Ullah

in Finite Sample Econometrics

Published in print May 2004 | ISBN: 9780198774471
Published online August 2004 | e-ISBN: 9780191601347 | DOI:

Series: Advanced Texts in Econometrics

 Finite Sample Distributions

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Many practical situations in econometrics require more than just studying the moment of econometric estimators or test statistics. Certain cases require knowledge of the sampling distribution of the estimators. This chapter derives approximation techniques for easier asymptotic expansions for the density and distribution of functions.

Keywords: econometrics; exact distribution; approximate distribution; Edgeworth expansions

Chapter.  11713 words. 

Subjects: Econometrics and Mathematical Economics

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