Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
BiometrikaPublished 1 January 1978
P. C. B. Phillips
Citations94
SJR quartileQ1
SJR score3.60
SNIP2.67
Generate an AI Snapshot to get a quick, structured summary of this paper.
Study Snapshot
ObjectiveStudy objective
MethodsResearch methodology
PopulationPopulation studied
Sample sizeSample sizes
OutcomesStudy outcomes here
ResultsStudy results comes here
LimitationsResearch study limitations comes here
A concise AI-generated summary of the paper will appear here once you click Generate AI Snapshot.
Abstract
Journal Article Edgeworth and saddlepoint approximations in the first-order noncircular autoregression Get access P. C. B. PHILLIPS P. C. B. PHILLIPS Department of Economics, University of Birmingham Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 65, Issue 1, April 1978, Pages 91–98, https://doi.org/10.1093/biomet/65.1.91 Published: 01 April 1978 Article history Received: 01 May 1977 Revision received: 01 October 1977 Published: 01 April 1978
Keywords
MathematicsDecision Sciences
BiometrikaComputing the distribution of quadratic forms in normal variables
1,142 Citations1961J. P. Imhof
The Annals of Mathematical StatisticsSaddlepoint Approximations in Statistics
1,101 Citations1954H. E. Daniels
EconometricaApproximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
213 Citations1977P. C. B. Phillips
BiometrikaTHE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
117 Citations1956H. E. Daniels
EconometricaA General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
105 Citations1977Peter C.B. Phillips
BiometrikaOn methods of asymptotic approximation for multivariate distributions
98 Citations1967John M. Chambers
Algorithms for perturbation approximations in multivariate statistics are presented, in general and for the cases of principal components, canonical analysis and discriminant analysis, and are suitable for implementation in a system of computerized algebra.
EconometricaGram-Charlier Approximations Applied to t Ratios of k-Class Estimators
83 Citations1975J. D. Sargan
The Annals of ProbabilityRefinements of the Multidimensional Central Limit Theorem and Applications
48 Citations1977Ritwik Bhattacharya
