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Evaluation of moments of ratios of quadratic forms in normal variables and related statistics

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  • Magnus, J.R.

    (Tilburg University, Center For Economic Research)

  • Pesaran, B.

Abstract

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Suggested Citation

  • Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of ratios of quadratic forms in normal variables and related statistics," Discussion Paper 1990-19, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:9b269af3-185b-4ada-93e2-5e7bf52089fa
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    File URL: https://repository.tilburguniversity.edu/bitstreams/37d8c6bf-c6e0-4947-a07a-8b984b419c16/download
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    References listed on IDEAS

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    1. Jan R. Magnus, 1986. "The Exact Moments of a Ratio of Quadratic Forms in Normal Variables," Annals of Economics and Statistics, GENES, issue 4, pages 95-109.
    2. Hoque, Asraul & Magnus, Jan R. & Pesaran, Bahram, 1988. "The exact multi-period mean-square forecast error for the first-order autoregressive model," Journal of Econometrics, Elsevier, vol. 39(3), pages 327-346, November.
    3. repec:adr:anecst:y:1986:i:4:p:05 is not listed on IDEAS
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    Cited by:

    1. Bomhoff, E.J., 1991. "Between Price Reform and Privatization : Eastern Europe in Transition," Discussion Paper 1991-35, Tilburg University, Center for Economic Research.
    2. Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Other publications TiSEM b16a6ec3-ce7b-406e-8c76-9, Tilburg University, School of Economics and Management.
    3. Guillaume Coqueret & Romain Deguest, 2024. "Unexpected opportunities in misspecified predictive regressions," Post-Print hal-04595355, HAL.

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