The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
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- Perron, Pierre, 1996.
"The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors,"
Journal of Econometrics, Elsevier, vol. 70(2), pages 317-350, February.
- Perron, P., 1994. "The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors," Cahiers de recherche 9424, Universite de Montreal, Departement de sciences economiques.
- Perron, P., 1994. "The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors," Cahiers de recherche 9424, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- 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.
- repec:esx:essedp:727 is not listed on IDEAS
- Marcus J. Chambers, 2015.
"The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 562-586, July.
- Chambers, MJ, 2013. "The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending," Economics Discussion Papers 8975, University of Essex, Department of Economics.
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