On the nite-sample distribution of the feasible GLS estimator: an application of the Cornish-Fisher correction
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peer reviewed
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Edgeworth and Cornish-Fisher expansions, local exactness
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en
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Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημών