Chapter

Finite Sample Moments

Aman Ullah

in Finite Sample Econometrics

Published in print May 2004 | ISBN: 9780198774471
Published online August 2004 | e-ISBN: 9780191601347 | DOI: http://dx.doi.org/10.1093/0198774478.003.0002

Series: Advanced Texts in Econometrics

 Finite Sample Moments

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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

Chapter.  22546 words. 

Subjects: Econometrics and Mathematical Economics

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