THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL

Forchini, G (2002) THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL Econometric Theory, 18 (04). pp. 823-852.

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Item Type:	Article
Divisions :	Surrey research (other units)
Authors :	Name Email ORCID Forchini, G g.forchini@surrey.ac.uk
Date :	August 2002
Depositing User :	Symplectic Elements
Date Deposited :	16 May 2017 15:14
Last Modified :	24 Jan 2020 14:09
URI:	http://epubs.surrey.ac.uk/id/eprint/818240

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