Pages that link to "Item:Q4860429"
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The following pages link to Moments of the function of non-normal random vector with applications to econometric estimators and test statistics<sup>1</sup> (Q4860429):
Displaying 4 items.
- Computing moments of ratios of quadratic forms in normal variables (Q951871) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence. (Q1858947) (← links)
- FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION (Q3551024) (← links)