Inferences from parametric and non-parametric covariance matrix estimation procedures

Wouter J. den Haan and Andrew T. Levin

Year of publication:	1995
Authors:	Den Haan, Wouter J. ; Levin, Andrew T.
Institutions:	Federal Reserve System / Board of Governors (contributor)
Publisher:	Washington, DC : Board of Governors of the Federal Reserve System
Subject:	Schätztheorie \| Estimation theory

Check Google Scholar |

More access options

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10000935444

A service of the