论文信息 - Moments of the ratio of quadratic forms in non-normal variables with econometric examples

Moments of the ratio of quadratic forms in non-normal variables with econometric examples

Abstract In this paper we have provided a general result on the higher-order approximate moments of the ratio of quadratic forms in the non-normal vector. 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 by using our general result.

Aman Ullah | A. Ullah | V. K. Srivastava | Virendra Kishore Srivastava

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