A Theorem of Validity for Edgeworth Expansions

The Statistical Analysis of Time Series.

1995 • 2,128 citations

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

1977 • 218 citations

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

1977 • 103 citations

On methods of asymptotic approximation for multivariate distributions

1967 • 97 citations

Approximations for densities of sufficient estimators

1981 • 88 citations

Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators

1975 • 81 citations

Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean

1983 • 56 citations

An Approximation to the Distribution of the Least Square Estimator in an Autoregressive Model with Exogenous Variables

1983 • 16 citations