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The numerical evaluation of the distribution function of a bilinear from to a quadratic from with econometric examples |
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| Authors: | J N Lye |
| Institution: | Department of Economics , University of Melbourne , Parkville, 3052 |
| Abstract: | This paper considers a general and computationally convenient method of evaluating the distribution function of statistics that are the ratio of a bilinear form to a quadratic form. Numerous Economemc applications of the method are given. |
| Keywords: | A Ratio of a Bilinear form to a Quadratic Form Ratios of Quadratic Forms Imhof Davies Limited-Information Simultaneous Equation Models Dynamic Models Misspecificarion Analysis Nonnormality |