Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Econometrica> Issues> Supplemental Materials>A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators

Econometrica: Sep, 1977, Volume 45, Issue 6

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

https://www.jstor.org/stable/1912315
p. 1517-1534

P. C. B. Phillips

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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