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isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday"
~isPartOf:"Journal of econometrics"
~subject:"Matrix logarithm"
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CEMMAP working papers / Centre for Microdata Methods and Practice
Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday
Journal of econometrics
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A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471519
Saved in:
2
Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
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