Computing moments of ratios of quadratic forms in normal variables
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- Dufour, Jean-Marie & Roy, Roch, 1985.
"Some robust exact results on sample autocorrelations and tests of randomness,"
Journal of Econometrics,
Elsevier, vol. 29(3), pages 257-273, September.
- Dufour, J.M. & Roy, R., 1984. "Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness," Cahiers de recherche 8412, Universite de Montreal, Departement de sciences economiques.
- Ullah, Aman & Srivastava, Virendra K., 1994. "Moments of the ratio of quadratic forms in non-normal variables with econometric examples," Journal of Econometrics, Elsevier, vol. 62(2), pages 129-141, June.
- Serge Provost & Edmund Rudiuk, 1996. "The exact distribution of indefinite quadratic forms in noncentral normal vectors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(2), pages 381-394, June.
- Sawa, Takamitsu, 1978. "The exact moments of the least squares estimator for the autoregressive model," Journal of Econometrics, Elsevier, vol. 8(2), pages 159-172, October.
- Kanto, Antti J., 1988. "Covariances between estimated autocorrelations of an ARMA process," Economics Letters, Elsevier, vol. 26(3), pages 253-258.
- Sawa, Takamitsu, 1972. "Finite-Sample Properties of the k-Class Estimators," Econometrica, Econometric Society, vol. 40(4), pages 653-80, July.
- Georgi Boshnakov, 1996. "Bartlett's formulae—Closed forms and recurrent equations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(1), pages 49-59, March.
- Magnus, J.R., 1986. "The exact moments of a ratio of quadratic forms in normal variables," Other publications TiSEM c6725407-ac3c-44fd-b6d1-5, Tilburg University, School of Economics and Management.
- Ghazal, G. A., 1994. "Moments of the ratio of two dependent quadratic forms," Statistics & Probability Letters, Elsevier, vol. 20(4), pages 313-319, July.
- Roberts, Leigh A., 1995. "On the Existence of Moments of Ratios of Quadratic Forms," Econometric Theory, Cambridge University Press, vol. 11(04), pages 750-774, August.
- Mehta, Jatinder S. & Swamy, Paravastu A. V. B., 1978. "The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model," Journal of Econometrics, Elsevier, vol. 7(1), pages 1-13, February.
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