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Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared
J. D. Sargan
Abstract
This paper is concerned with giving general conditions for the validity of a approximation to a distribution function by means of the weighted sum of a set of Chi-squared distribution functions. The conditions are very similar to those of [3]. The approximation is illustrated by an example of its use.
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