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Evaluation of moments of quadratic forms in normal variables

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  • Magnus, J.R.

    (Tilburg University, Center For Economic Research)

  • Pesaran, B.

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  • Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Discussion Paper 1990-21, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:b16a6ec3-ce7b-406e-8c76-93db2d1a37bc
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1133948/RMBP5620513.pdf
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    References listed on IDEAS

    as
    1. Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of ratios of quadratic forms in normal variables and related statistics," Other publications TiSEM 9b269af3-185b-4ada-93e2-5, Tilburg University, School of Economics and Management.
    2. Jan R. Magnus, 1979. "The expectation of products of quadratic forms in normal variables: the practice," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 33(3), pages 131-136, September.
    3. 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.
    4. Jan R. Magnus, 1978. "The moments of products of quadratic forms in normal variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 32(4), pages 201-210, December.
    5. 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.
    6. repec:adr:anecst:y:1986:i:4:p:05 is not listed on IDEAS
    7. Magnus, J.R., 1979. "The expectation of products of quadratic forms in normal variables : The practice Statistica Neerlandica," Other publications TiSEM fe936fc3-c7db-4806-80b3-6, Tilburg University, School of Economics and Management.
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    1. 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.

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