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- Title
AN ANALYSIS OF THE PROPERTIES OF THE EXACT FINITE SAMPLE DISTRIBUTION OF A NON-CONSISTENT GCL STRUCTURAL VARIANCE OPERATOR.
- Authors
Ebbeller, Donald H.; McDonald, James B.
- Abstract
Presents an approximation of the exact finite sample distribution function (EFSDF) of a nonconsistent GCL structural variance estimator, using an asymptotic expansion of a confluent hypergeometric series. Discussion of the error involved when distribution function is used to approximate EFSDF; Procedure based on asymptotic representation; Theoretical results.
- Subjects
DISTRIBUTION (Probability theory); ANALYSIS of variance; ASYMPTOTIC expansions; ESTIMATION theory
- Publication
Econometrica, 1973, Vol 41, Issue 1, p59
- ISSN
0012-9682
- Publication type
Article
- DOI
10.2307/1913883