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

Bibliographic Details
Main Author:	Quah, Danny
Other Authors:	Massachusetts Institute of Technology. Dept. of Economics
Format:	Working Paper
Published:	Cambridge, Mass. : Department of Economics, Massachusetts Institute of Technology 2011
Online Access:	http://hdl.handle.net/1721.1/63759

Internet

http://hdl.handle.net/1721.1/63759