Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications
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More about this item
Keywords
Expectation; Quadratic form; Nonnormality;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
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