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
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.