Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleFINITE SAMPLE DISTRIBUTIONS ASSOCIATED WITH STOCHASTIC EQUATIONS--SOME EXPERIMENTAL EVIDENCE.AuthorsBasmann, R.L.; Richardson, D.H.; Rohr, R.J.AbstractExamines the empirical distribution functions of the least squares estimators and test statistics of a system of stochastic difference equation. Experiments; Tests of hypotheses; Computations.SubjectsSTOCHASTIC differential equations; LEAST squares; ESTIMATION theory; DISTRIBUTION (Probability theory)PublicationEconometrica, 1974, Vol 42, Issue 5, p825ISSN0012-9682Publication typeArticleDOI10.2307/1913791