An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data
Edición de la obra An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data
| Autor | Danny Quah |
|---|---|
| Editorial | Department of Economics, Massachusetts Institute of Technology |
| Fecha de publicación | 1989 |
| Lugar | Cambridge, Mass |
| Idioma | inglés |
| OCLC | 20837523 |
| Serie | Working paper / Department of Economics -- no. 529 · Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 529. |
| Número de Cutter | Q1i |