An asymptotic expansion of a confluent hypergeometric series is used to approximate the exact finite sample distribution function of a nonconsistent GCL structural variance estimator. A theoretical result is used to motivate the specification of a simple algorithm under which we may accept or reject the use of the asymptotic distribution function of the GCL estimator to approximate the exact distribution function.
MLA
Ebbeler, Donald H., and James B. McDonald. “An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator.” Econometrica, vol. 41, .no 1, Econometric Society, 1973, pp. 59-65, https://www.jstor.org/stable/1913883
Chicago
Ebbeler, Donald H., and James B. McDonald. “An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator.” Econometrica, 41, .no 1, (Econometric Society: 1973), 59-65. https://www.jstor.org/stable/1913883
APA
Ebbeler, D. H., & McDonald, J. B. (1973). An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator. Econometrica, 41(1), 59-65. https://www.jstor.org/stable/1913883
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