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Journal Article

A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators

P. C. B. Phillips
Econometrica
Vol. 45, No. 6 (Sep., 1977), pp. 1517-1534
Published by: The Econometric Society
DOI: 10.2307/1912315
Stable URL: http://www.jstor.org/stable/1912315
Page Count: 18
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
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Abstract

A theorem on the validity of Edgeworth type expansions for sample distributions of quite general statistics with limiting normal distributions is established. The result is related to the allied work of Sargan [12] and Chambers [3].

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