Edgeworth expansion in regression models

Maher B. Qumsiyeh

Journal of Multivariate Analysis, 1990, vol. 35, issue 1, 86-101

Abstract: Asymptotic expansions for the standardized as well as the studentized least squares estimate in multiple linear regression models are obtained without assuming normal errors and under simple assumptions that are easy to check.

Keywords: linear; models; least; squares; Edgeworth; expansions (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (6)

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