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The expectation of products of quadratic forms in normal variables : The practice Statistica Neerlandica

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  • Magnus, J.R.

    (Tilburg University, School of Economics and Management)

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  • Magnus, J.R., 1979. "The expectation of products of quadratic forms in normal variables : The practice Statistica Neerlandica," Other publications TiSEM fe936fc3-c7db-4806-80b3-6, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:fe936fc3-c7db-4806-80b3-67e5664ce214
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    Cited by:

    1. van den Berg, G., 1986. "Small-sample properties of estimators of the autocorrelation coefficient," Other publications TiSEM 03414dd6-10fa-4f48-a742-e, Tilburg University, School of Economics and Management.
    2. Hashem Pesaran, M. & Yamagata, Takashi, 2008. "Testing slope homogeneity in large panels," Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January.
    3. Yong Bao & Aman Ullah, 2009. "Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications," Working Papers 200907, University of California at Riverside, Department of Economics, revised Jun 2009.
    4. Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Other publications TiSEM b16a6ec3-ce7b-406e-8c76-9, Tilburg University, School of Economics and Management.
    5. Bao, Yong & Ullah, Aman, 2007. "The second-order bias and mean squared error of estimators in time-series models," Journal of Econometrics, Elsevier, vol. 140(2), pages 650-669, October.
    6. Kan, Raymond, 2008. "From moments of sum to moments of product," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 542-554, March.

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