IDEAS home Printed from https://ideas.repec.org/p/vua/wpaper/1981-18.html
   My bibliography  Save this paper

Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates

Author

Listed:
  • Palm, F.C.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

  • Sneek, J.M.

Abstract

No abstract is available for this item.

Suggested Citation

  • Palm, F.C. & Sneek, J.M., 1981. "Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1981-18
    as

    Download full text from publisher

    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19810018.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Savin, N Eugene & White, Kenneth J, 1977. "The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors," Econometrica, Econometric Society, vol. 45(8), pages 1989-1996, November.
    2. Kloek, Tuen & van Dijk, Herman K, 1978. "Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo," Econometrica, Econometric Society, vol. 46(1), pages 1-19, January.
    3. Farebrother, R W, 1980. "The Durbin-Watson Test for Serial Correlation When There Is No Intercept in the Regression," Econometrica, Econometric Society, vol. 48(6), pages 1553-1563, September.
    4. Dubbelman, C. & Louter, A. S. & Abrahamse, A. P. J., 1978. "On typical characteristics of economic time series and the relative qualities of five autocorrelation tests," Journal of Econometrics, Elsevier, vol. 8(3), pages 295-306, December.
    5. Kiviet, Jan, 1977. "Non-detection of the serial correlation in least squares regression; frequency and consequences," University of Amsterdam, Actuarial Science and Econometrics Archive 293049, University of Amsterdam, Faculty of Economics and Business.
    6. De Gooijer, Jan G., 1980. "Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1," Journal of Econometrics, Elsevier, vol. 14(3), pages 365-379, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. M Tiefelsdorf & B Boots, 1995. "The Exact Distribution of Moran's I," Environment and Planning A, , vol. 27(6), pages 985-999, June.
    2. Cui, Qiang & Kuang, Hai-bo & Wu, Chun-you & Li, Ye, 2014. "The changing trend and influencing factors of energy efficiency: The case of nine countries," Energy, Elsevier, vol. 64(C), pages 1026-1034.
    3. Sneek, J.M., 1982. "Some approximations to the exact distribution of sample autocorrelations for autoregressive moving average models," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    4. James A. Chalfant & Richard S. Gray & Kenneth J. White, 1991. "Evaluating Prior Beliefs in a Demand System: The Case of Meat Demand in Canada," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(2), pages 476-490.
    5. Xiang Lin & Martin Thomas Falk, 2022. "Nordic stock market performance of the travel and leisure industry during the first wave of Covid-19 pandemic," Tourism Economics, , vol. 28(5), pages 1240-1257, August.
    6. Hajargasht, Gholamreza & Rao, D.S. Prasada, 2019. "Multilateral index number systems for international price comparisons: Properties, existence and uniqueness," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 36-47.
    7. Cranfield, John A.L. & Preckel, Paul V. & Liu, Songquan, 1997. "Approximating Bayesian Posteriors using Multivariate Gaussian Quadrature," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35791, Western Agricultural Economics Association.
    8. Ardia, David & Hoogerheide, Lennart F., 2010. "Efficient Bayesian estimation and combination of GARCH-type models," MPRA Paper 22919, University Library of Munich, Germany.
    9. Sabine Engelmann, 2014. "International trade, technological change and wage inequality in the UK economy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(2), pages 223-246, May.
    10. Koopman, Siem Jan & Lucas, André, 2008. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 510-525.
    11. Serkan Ünal & Türkmen Derdiyok, 2021. "Agency Costs of Publicly Traded Firms Owners in Turkey," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(2), pages 336-357.
    12. Isabel Gallego-Alvarez & Mª Purificación Vicente-Galindo & Mª Purificación Galindo-Villardón & Miguel Rodríguez-Rosa, 2014. "Environmental Performance in Countries Worldwide: Determinant Factors and Multivariate Analysis," Sustainability, MDPI, vol. 6(11), pages 1-26, November.
    13. Miyamoto, Motoe & Mohd Parid, Mamat & Noor Aini, Zakaria & Michinaka, Tetsuya, 2014. "Proximate and underlying causes of forest cover change in Peninsular Malaysia," Forest Policy and Economics, Elsevier, vol. 44(C), pages 18-25.
    14. Shigeru Iwata & Evan Tanner, 2007. "Pick Your Poison: The Exchange Rate Regime and Capital Account Volatility in Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(7-8), pages 363-381, September.
    15. Babula, Ronald A. & Bessler, David A. & Schluter, Gerald E., 1990. "Poultry-Related Price Transmissions and Structural Change Since the 1950's," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 42(2), pages 1-9.
    16. Unknown, 2006. "Journal of International Agricultural Trade and Development, Volume 2, Number 2, Fall 2006," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 2(2).
    17. Steel, Mark F. J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
    18. Smith, Simon C. & Timmermann, Allan & Zhu, Yinchu, 2019. "Variable selection in panel models with breaks," Journal of Econometrics, Elsevier, vol. 212(1), pages 323-344.
    19. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:vua:wpaper:1981-18. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: R. Dam (email available below). General contact details of provider: https://edirc.repec.org/data/fewvunl.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.