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Density of the least squares estimator in the multivariate linear model with arbitrarily normal variables

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  • van der Genugten, B.B.

    (Tilburg University, School of Economics and Management)

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  • van der Genugten, B.B., 1992. "Density of the least squares estimator in the multivariate linear model with arbitrarily normal variables," Other publications TiSEM 743bba45-e7e0-4746-a6a6-e, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:743bba45-e7e0-4746-a6a6-ec340d6e7671
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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.
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