Pages that link to "Item:Q2716440"

The following pages link to The joint moment generating function of quadratic forms in multivariate autoregressive series (Q2716440):

Displaying 3 items.

• The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
• The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (Q5256820) (← links)