Saddlepoint methods present a convenient way to approximate probabilities associated with canonical sufficient … statistic vectors in generalized linear models. Implementing saddlepoint approximations requires calculating maximum likelihood … likelihood estimators may not exist. This paper describes how to modify saddlepoint approximation to work in these cases. …

very simple Laplace inversion formula, while in the unknown case we use saddlepoint approximation to calculate the right …

endogenous technological change is globally saddle-point stable. Surprisingly, the proof of this result is trivial. Interest in …

The present work applies saddlepoint approximation to calculate the left-hand tail of the distribution of the unit root … testing against a stationary alternative.) The saddlepoint equation is solved numerically. Distribution approximations are …

This paper presents results showing that the error involved in using the double saddlepoint distribution function …