Search Results - subject:"Variance matrices"

Abadir, Karim M.; Distaso, Walter; Žikeš, Filip - Rimini Centre for Economic Analysis (RCEA) - 2010

This paper introduces a new method for estimating large variance matrices. Starting from the orthogonal decomposition …

Persistent link: https://www.econbiz.de/10008504407

Abadir, Karim M.; Distaso, Walter; Žikeš, Filip - In: Journal of Econometrics 181 (2014) 2, pp. 165-180

This paper introduces a new method for estimating variance matrices. Starting from the orthogonal decomposition of the …

Persistent link: https://www.econbiz.de/10011052326

Abadir, Karim Maher; Distaso, Walter; Žikeš, Filip - In: Journal of econometrics 181 (2014) 2, pp. 165-180

Persistent link: https://www.econbiz.de/10010473319