Pages that link to "Item:Q1329127"

The following pages link to Moments of the ratio of quadratic forms in non-normal variables with econometric examples (Q1329127):

Displaying 17 items.

• The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
• Computing moments of ratios of quadratic forms in normal variables (Q951871) (← links)
• Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
• Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence. (Q1858947) (← links)
• Goodness of fit in nonparametric regression modelling (Q2223164) (← links)
• Coefficient of determination for multiple measurement error models (Q2438635) (← links)
• Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models (Q3155346) (← links)
• FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION (Q3551024) (← links)
• Moments of regression F-statistics under non-normality (Q4337219) (← links)
• Moments of regression F-statistics under non-normality (Q4337235) (← links)
• The coefficient of determination and its adjusted version in linear regression models (Q4853098) (← links)
• Comparing approximations to the expectation of a ratio of quadratic forms in normal variables (Q4883728) (← links)
• On Sample Skewness and Kurtosis (Q5080552) (← links)
• (Q5102338) (← links)
• Goodness of fit for generalized shrinkage estimation (Q5117971) (← links)
• ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS (Q5719158) (← links)
• Goodness of fit in restricted measurement error models (Q5964277) (← links)