Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation

Multiple time series

1970 • 1,885 citations

Computing the distribution of quadratic forms in normal variables

1961 • 1,147 citations

The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case

1958 • 458 citations

Moments of a Serial Correlation Coefficient

1965 • 136 citations

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

1977 • 103 citations

Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions

1973 • 92 citations

A General Approximation to the Distribution of Instrumental Variables Estimates

1971 • 87 citations

Finite Sample Distributions Associated with Stochastic Difference Equations--Some Experimental Evidence

1974 • 37 citations