Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

Robert de Jong and J. Davidson

No 1996-52, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: kernel estimator; matrices (search for similar items in EconPapers)
Date: 1996
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Related works:
Journal Article: Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices (2000)
Working Paper: Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices (1996)
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