Evaluation Of Moment Of Quadratic Forms In Normal Variables
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Other versions of this item:
- 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.
- 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.
References listed on IDEAS
- Jan R. Magnus, 1978.
"The moments of products of quadratic forms in normal variables,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 32(4), pages 201-210, December.
- Magnus, J.R., 1978. "The moments of products of quadratic forms in normal variables," Other publications TiSEM 17c77a44-1789-4cf4-a382-a, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Pesaran, B., 1990.
"Evaluation of moments of ratios of quadratic forms in normal variables and related statistics,"
Other publications TiSEM
9b269af3-185b-4ada-93e2-5, Tilburg University, School of Economics and Management.
- 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.
- 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 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.
- repec:adr:anecst:y:1986:i:4:p:05 is not listed on IDEAS
- Magnus, J.R., 1979. "The expectation of products of quadratic forms in normal variables : The practice Statistica Neerlandica," Other publications TiSEM fe936fc3-c7db-4806-80b3-6, Tilburg University, School of Economics and Management.
- Jan R. Magnus, 1979. "The expectation of products of quadratic forms in normal variables: the practice," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 33(3), pages 131-136, September.
- 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.
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Cited by:
- 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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matrices ; econometrics ; computer programmes;All these keywords.
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