An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data
Name
improvedrateforn00quah.pdf
Size
762.2 KB
Format
Adobe PDF
Checksum (MD5)
358593671ad193b227d8abe306e5cbfc
Author(s)
Quah, Danny
Date Issued
1989
Publisher
Cambridge, Mass. : Department of Economics, Massachusetts Institute of Technology
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 529
Persistent DSpace Link