A test for kronecker product structure covariance matrix

Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis

Year of publication:	[2022]
Authors:	Guggenberger, Patrik ; Kleibergen, Frank ; Mavroeidis, Sophocles
Publisher:	Oxford : Department of Economics, University of Oxford
Subject:	covariancematrix \| heteroskedasticity \| invariance \| Kroneckerproductstructure \| linear instrumentalvariablesregressionmodel \| reducedrank \| weakidentification \| Schätztheorie \| Estimation theory \| Korrelation \| Correlation \| Heteroskedastizität \| Heteroscedasticity

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