Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889): Difference between revisions

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-.1016/j.jspi.2009.11.002
@@ Property / DOI: 10.1016/j.jspi.2009.11.002 / rank @@
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+THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
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+Finite sample properties of maximum likelihood estimator in spatial models
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+The second-order bias and mean squared error of estimators in time-series models
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+The Expectation of Products of Quadratic Forms in Normal Variables
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+Statistical Seminvariants and Their Setimates with Particular Emphasis on Their Relation to Algebraic Invariants
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+Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown
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+Recurrence formula for expectations of products of quadratic forms
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+The exact multi-period mean-square forecast error for the first-order autoregressive model
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+Comparison of k-Class Estimators When the Disturbances Are Small
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+Saddlepoint approximation for the least squares estimator in first-order autoregression
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+Efficiency of iterative estimators in the regression model with AR(1) disturbances
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+The moments of products of quadratic forms in normal variables
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+The expectation of products of quadratic forms in normal variables: the practice
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+The commutation matrix: Some properties and applications
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+Q4004320
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+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
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+Testing slope homogeneity in large panels
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+EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS
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+Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
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+Q4109124
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+Q3757131
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+Testing the Independence of Regression Disturbances
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+Q3139809
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+Finite Sample Econometrics
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+Properties of shrinkage estimators in linear regression when disturbances are not normal
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+Approximate Moments for the Serial Correlation Coefficient
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@@ Property / DOI @@
+.1016/J.JSPI.2009.11.002
@@ Property / DOI: 10.1016/J.JSPI.2009.11.002 / rank @@
+Normal rank