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

Giovanni Forchini

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)
Original languageEnglish
Pages (from-to)823 - 852
Number of pages30
JournalEconometric Theory
Volume18
Issue number4
Publication statusPublished - 2002

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