Leigh Roberts

Personal Details

First Name:	Leigh
Middle Name:
Last Name:	Roberts
Suffix:
RePEc Short-ID:	pro495
	http://www.victoria.ac.nz/sef/pages/staff/leighroberts/index.aspx

Affiliation

School of Economics and Finance
Wellington School of Business and Government
Victoria University of Wellington

Wellington, New Zealand
https://www.wgtn.ac.nz/business/academic-areas/economics-and-finance
RePEc:edi:egvuwnz (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Roberts, Leigh A., 1995. "On the Existence of Moments of Ratios of Quadratic Forms," Econometric Theory, Cambridge University Press, vol. 11(4), pages 750-774, August.

   Cited by:

   1. Federico Martellosio, 2020. "Non-Identifiability in Network Autoregressions," Papers 2011.11084, arXiv.org, revised Jun 2022.
   2. Avarucci, Marco & Beutner, Eric & Zaffaroni, Paolo, 2013. "On Moment Conditions For Quasi-Maximum Likelihood Estimation Of Multivariate Arch Models," Econometric Theory, Cambridge University Press, vol. 29(3), pages 545-566, June.
      • Marco Avarucci & Eric Beutner & Paolo Zaffaroni, 2012. "On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models," DSS Empirical Economics and Econometrics Working Papers Series 2012/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
   3. Broda, Simon & Carstensen, Kai & Paolella, Marc S., 2007. "Bias-adjusted estimation in the ARX(1) model," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3355-3367, April.
      • Broda, Simon & Paolella, Marc S. & Carstensen, Kai, 2007. "Bias-adjusted estimation in the ARX(1) model," Munich Reprints in Economics 19992, University of Munich, Department of Economics.
   4. Bao, Yong & Ullah, Aman & Zinde-Walsh, Victoria, 2013. "On existence of moment of mean reversion estimator in linear diffusion models," Economics Letters, Elsevier, vol. 120(2), pages 146-148.
   5. Paolella, Marc S., 2003. "Computing moments of ratios of quadratic forms in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 313-331, March.
   6. Bao, Yong & Kan, Raymond, 2013. "On the moments of ratios of quadratic forms in normal random variables," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 229-245.

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Corrections

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