Band covariance matrix estimation using restricted residuals: A Monte Carlo analysis
| Year of publication: |
1995
|
|---|---|
| Authors: | Ligeralde, Antonio V. ; Brown, Bryan W. |
| Published in: |
International economic review. - Malden, Mass. [u.a.] : Blackwell, ISSN 0020-6598, ZDB-ID 2098714. - Vol. 36.1995, 3, p. 751-768
|