AN IMPROVED RATE FOR NONNEGATIVE DEFINITE CONSISTENT COVARIANCE MATRIX ESTIMATION WITH HETEROGENEOUS DEPENDENT DATA

Danny Quah ()

Working papers from Massachusetts Institute of Technology (MIT), Department of Economics

Keywords: econometrics; evaluation (search for similar items in EconPapers)
Pages: 9 pages
Date: 1989
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Journal Article: An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data (1990)
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