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

  • 1979The sampling distribution of forecasts from a first-order autoregression105 cited
  • 1980Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume94 cited
  • 2016Multivariate moments expansion density: Application of the dynamic equicorrelation model79 cited
  • 1997An Asymptotic Expansion in the GARCH(l, 1) Model49 cited
  • 2017The kidnapping of Europe: High-order moments' transmission between developed and emerging markets42 cited
  • 2016The productivity of top researchers: a semi-nonparametric approach27 cited
  • 2002Higher order approximations for Wald statistics in time series regressions with integrated processes23 cited
  • 1986A Theorem of Validity for Edgeworth Expansions14 cited

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