EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • THE ASYMPTOTIC VARIANCE MATRIX...
  • More details
Cover Image

THE ASYMPTOTIC VARIANCE MATRIX OF THE SAMPLE CORRELATION MATRIX

Year of publication:
1988
Authors: NEUDECKER, H. ; WESSELMAN, A.M.
Institutions: Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics
Subject: research methods | econometrics
Saved in:
  • More details
Series:
Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
Type of publication: Book / Working Paper
Notes:
10 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005781148
    • EndNote
    • BibTeX
    • Zotero, Mendeley, RefWorks, ...
    • Text
Saved in favorites
    Similar items by subject
    • Methodological ignorance : a comment on field experiments and methodological intolerance

      Boumans, Marcel, (2016)

    • Multicollinearity : how common factors cause Type 1 errors in multivariate regression

      Kalnins, Arturs, (2018)

    • Karl Brunner's philosophy of science : macroeconomics through the lens of logical empiricism

      Hoover, Kevin D., (2018)

    • More ...
    Similar items by person
    • ALBERT'S THEOREM APPLIED TO PROBLEMS OF EFFICIENCY AND MSE SUPERIORITY

      BEKKER, P.A., (1988)

    • ON A REPRESENTATION THEOREM FOR (TR(AP))EXP 1/P.

      NEUDECKER, H., (1988)

    • THE HESSIAN MATRIX FOR IMAGE FACTOR ANALYSIS

      NEUDECKER, H., (1988)

    • More ...
    A service of the
    zbw
    • Sitemap
    • Plain language
    • Accessibility
    • Contact us
    • Imprint
    • Privacy

    Loading...