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Finite Sample Econometrics$
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Aman Ullah

Print publication date: 2004

Print ISBN-13: 9780198774471

Published to Oxford Scholarship Online: August 2004

DOI: 10.1093/0198774478.001.0001

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Finite Sample Moments

Finite Sample Moments

Chapter:
(p.9) 2 Finite Sample Moments
Source:
Finite Sample Econometrics
Author(s):

Aman Ullah (Contributor Webpage)

Publisher:
Oxford University Press
DOI:10.1093/0198774478.003.0002

This chapter derives techniques for obtaining exact and approximate moments of a function of random vector/matrix. A special case of the function considered is the ratio of quadratic forms, which contains a large class of econometric estimators and test statistics. Results are analysed for both the i.i.d and non-i.i.d observations, and for linear and nonlinear models.

Keywords:   exact moment, approximations of moments, econometric estimators, quadratic forms

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