EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS-Reference-Cited by-同舟云学术

EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS

Published:2013-02-25 Issue:5 Volume:29 Page:1057-1078
ISSN:0266-4666
Container-title:Econometric Theory
language:en
Short-container-title:Econom. Theory

Author:

Kundhi Gubhinder,Rilstone Paul

Abstract

Simple methods are developed for deriving Edgeworth, saddlepoint, and related expansions for the estimators of multivariate and nonlinear models. Illustrations are provided. Simulations are reported indicating the methods work well compared to standard asymptotic and bootstrapped approaches.

Publisher

Cambridge University Press (CUP)

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

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