The joint moment generating function of quadratic forms in multivariate autoregressive series - The case with deterministic components

Larsson, R. and Abadir, K.M. (2001) The joint moment generating function of quadratic forms in multivariate autoregressive series - The case with deterministic components. Econometric Theory. pp. 222-246. ISSN 0266-4666

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Authors/Creators:
  • Larsson, R.
  • Abadir, K.M.
Copyright, Publisher and Additional Information: © 2001 Cambridge University Press
Dates:
  • Published: February 2001
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Sherpa Assistant
Date Deposited: 19 Aug 2005
Last Modified: 01 Jul 2017 21:35
Published Version: http://dx.doi.org/10.1017/S0266466601171070
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1017/S0266466601171070

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