AN IMPROVED RATE FOR NONNEGATIVE DEFINITE CONSISTENT COVARIANCE MATRIX ESTIMATION WITH HETEROGENEOUS DEPENDENT DATA.
| Year of publication: |
1989
|
|---|---|
| Authors: | QUAH, D. |
| Institutions: | Economics Department, Massachusetts Institute of Technology (MIT) |
| Subject: | econometrics | evaluation |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 9 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005574367