MOMENTS OF THE RATIO OF QUADRATIC-FORMS IN NONNORMAL VARIABLES WITH ECONOMETRIC EXAMPLES

Authors
ULLAH A SRIVASTAVA VK
Citation
A. Ullah et Vk. Srivastava, MOMENTS OF THE RATIO OF QUADRATIC-FORMS IN NONNORMAL VARIABLES WITH ECONOMETRIC EXAMPLES, Journal of econometrics, 62(2), 1994, pp. 129-141
Citations number
11
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics,"Mathematical, Methods, Social Sciences
Journal title
Journal of econometrics → ACNP
ISSN journal
03044076
Volume
62
Issue
2
Year of publication
1994
Pages
129 - 141
Database
ISI
SICI code
0304-4076(1994)62:2<129:MOTROQ>2.0.ZU;2-J
Abstract
In this paper we have provided a general result on the higher-order ap proximate moments of the ratio of quadratic forms in the non-normal ve ctor. The results for the normal case are then presented as a special case of this result. It is also indicated that the results for a large class of econometric estimators and test statistics can be obtained b y using our general result.