An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data

Author(s)
Quah, Danny
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Massachusetts Institute of Technology. Dept. of Economics
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Date issued
1989
URI
http://hdl.handle.net/1721.1/63759
Publisher
Cambridge, Mass. : Department of Economics, Massachusetts Institute of Technology
Other identifiers
improvedrateforn00quah
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 529
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