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Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates

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  • Palm, F.C.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

  • Sneek, J.M.

Abstract

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Suggested Citation

  • Palm, F.C. & Sneek, J.M., 1981. "Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1981-18
    as

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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19810018.pdf
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    References listed on IDEAS

    as
    1. Farebrother, R W, 1980. "The Durbin-Watson Test for Serial Correlation When There Is No Intercept in the Regression," Econometrica, Econometric Society, vol. 48(6), pages 1553-1563, September.
    2. Kiviet, Jan, 1977. "Non-detection of the serial correlation in least squares regression; frequency and consequences," University of Amsterdam, Actuarial Science and Econometrics Archive 293049, University of Amsterdam, Faculty of Economics and Business.
    3. Savin, N Eugene & White, Kenneth J, 1977. "The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors," Econometrica, Econometric Society, vol. 45(8), pages 1989-1996, November.
    4. Kloek, Tuen & van Dijk, Herman K, 1978. "Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo," Econometrica, Econometric Society, vol. 46(1), pages 1-19, January.
    5. Dubbelman, C. & Louter, A. S. & Abrahamse, A. P. J., 1978. "On typical characteristics of economic time series and the relative qualities of five autocorrelation tests," Journal of Econometrics, Elsevier, vol. 8(3), pages 295-306, December.
    6. De Gooijer, Jan G., 1980. "Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1," Journal of Econometrics, Elsevier, vol. 14(3), pages 365-379, December.
    Full references (including those not matched with items on IDEAS)

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