Evaluation of moments of ratios of quadratic forms in normal variables and related statistics
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- Magnus, J.R. & Pesaran, B., 1990. "Evaluation Of Moments Of Ratios Of Quadratic Forms In Normal Variables And Related Statistics," Papers 9019, Tilburg - Center for Economic Research.
- 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.
References listed on IDEAS
- 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.
- Magnus, J.R., 1986. "The exact moments of a ratio of quadratic forms in normal variables," Other publications TiSEM c6725407-ac3c-44fd-b6d1-5, Tilburg University, School of Economics and Management.
- 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.
- Hoque, A. & Magnus, J.R. & Pesaran, B., 1988. "The exact multi-period meansquare forecast error for the first-order autoregressive model," Other publications TiSEM 23060037-ac4f-4f28-8fde-4, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Hoque, A. & Pesaran, B., 1990. "The exact multi-period mean-square forecast error for the first-order autoregressive model," Other publications TiSEM 3f9a5173-06c6-4266-94b5-5, Tilburg University, School of Economics and Management.
- repec:adr:anecst:y:1986:i:4:p:05 is not listed on IDEAS
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- 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.
- Magnus, J.R. & Pesaran, B., 1990. "Evaluation Of Moment Of Quadratic Forms In Normal Variables," Papers 9021, Tilburg - Center for Economic Research.
- 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.
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