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

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Published by Department of Economics, Massachusetts Institute of Technology in Cambridge, Mass .
Written in English


Book details:

Edition Notes

Includes bibliographical references (p. 9).

Other titlesNonnegative definite consistent covariance matrix estimation with heterogeneous dependent data, an improved rate for.
StatementDanny Quah
SeriesWorking paper / Department of Economics -- no. 529, Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 529.
ContributionsMassachusetts Institute of Technology. Dept. of Economics
The Physical Object
Pagination9 p. ;
ID Numbers
Open LibraryOL24636197M
OCLC/WorldCa20837523

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