An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data
Danny Quah
| Year of publication: |
1990
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|---|---|
| Authors: | Quah, Danny |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 33.1990, 2, p. 133-140
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| Subject: | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001088187