An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependant data
Quah, Danny
(1990)
An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependant data
Economics Letters, 33 (2).
pp. 13-140.
ISSN 0165-1765
| Item Type | Article |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1274 |