The exact cumulative distribution function of a ratio of quadratic forms in normal variables, with application to the AR(1) model

Econometric Theory

Volumn 18, Issue 4, 2002, Pages 823-852

  Forchini, G ^a  

^a UNIVERSITY OF YORK   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036021931     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466602184015     Document Type: Article

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