Approximating the distributions of econometric estimators and test statistics

Approximation Theorems of Mathematical Statistics

1980 • 5,851 citations

Asymptotics and Special Functions

1997 • 3,495 citations

Principles of Econometrics

1973 • 3,349 citations

Theory of Statistical Estimation

1925 • 2,696 citations

SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION

1949 • 2,026 citations

The Future of Data Analysis

1962 • 1,740 citations

The Advanced Theory of Statistics.

1968 • 1,584 citations

The Distribution of Chi-Square

1931 • 793 citations

On the Validity of the Formal Edgeworth Expansion

1978 • 612 citations

Defining the Curvature of a Statistical Problem (with Applications to Second Order Efficiency)

1975 • 585 citations

The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations

1959 • 583 citations

The Efficiency of Some Nonparametric Competitors of the $t$-Test

1956 • 565 citations

Some Properties of a Modification of the Limited Information Estimator

1977 • 408 citations

Rates of Convergence of Estimates and Test Statistics

1967 • 379 citations

Stochastic Comparison of Tests

1960 • 354 citations

Edgeworth and Saddle-Point Approximations with Statistical Applications

1979 • 300 citations

Asymptotic Approximations to Distributions

1958 • 255 citations

On the Theory and Application of the General Linear Model.

1970 • 249 citations

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

1977 • 218 citations

The sad fate of the asymptotic Slutsky symmetry test for large systems

1979 • 180 citations

Economic Estimators and the Edgeworth Approximation

1977 • 147 citations

Edgeworth Expansions in Nonparametric Statistics

1974 • 140 citations

Testing the Independence of Regression Disturbances

1992 • 138 citations

CRITERIA OF ESTIMATION IN LARGE SAMPLES**Lecture delivered on the occasion of the presentation of Shanti Swarup Bhatnagar award for 1959.

1965 • 124 citations

Asymptotic Efficiency and Limiting Information

1961 • 123 citations

THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS

1956 • 116 citations

Likelihood ratio and associated test criteria

1971 • 112 citations

Normal Approximations and Asymptotic Expansions

1977 • 112 citations

Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency.

1983 • 106 citations

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

1977 • 103 citations

Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate

1979 • 101 citations

A third-order optimum property of the maximum likelihood estimator

1978 • 99 citations

Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume

1980 • 97 citations

Edgeworth and saddlepoint approximations in the first-order noncircular autoregression

1978 • 92 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

Asymptotic Theory and Large Models

1975 • 82 citations

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

1975 • 81 citations

An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion

1973 • 77 citations

Approximations to Finite Sample Moments of Estimators Whose Exact Sampling Distributions are Unknown

1970 • 75 citations

The likelihood ratio criterion for a composite hypothesis under a local alternative

1975 • 75 citations

Testing Single-Equation Least Squares Regression Models for Autocorrelated Disturbances

1968 • 59 citations

Asymptotic Expansions in Parametric Statistical Theory

1980 • 56 citations

A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series

1981 • 55 citations

Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared

1980 • 52 citations

An Asymptotic Expansion of the Distribution of the Limited Information Maximum Likelihood Estimate of a Coefficient in a Simultaneous Equation System

1974 • 50 citations

Asymptotic Expansions of the Distributions of Estimates in Simultaneous Equations for Alternative Parameter Sequences

1977 • 47 citations

An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator

1977 • 43 citations

Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis

1975 • 30 citations

Addendum to “a third-order optimum property of the maximum likelihood estimator”

1979 • 13 citations

Comparing alternative asymptotically equivalent tests

1983 • 10 citations

An angular transformation for the serial correlation coefficient

1954 • 9 citations

Asymptotic Expansions of the Distribution of an Improved Limited Information Maximum Likelihood Estimator

1981 • 4 citations

Approximating the distributions of some time-series estimators and test statistics

1983 • 3 citations

Small sample properties of a class of two stage Aitken estimators

1977 • 1 citations