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