An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data
| Main Author: | |
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| Other Authors: | |
| Format: | Working Paper |
| Published: |
Cambridge, Mass. : Department of Economics, Massachusetts Institute of Technology
2011
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| Online Access: | http://hdl.handle.net/1721.1/63759 |
| _version_ | 1826204165590745088 |
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| author | Quah, Danny |
| author2 | Massachusetts Institute of Technology. Dept. of Economics |
| author_facet | Massachusetts Institute of Technology. Dept. of Economics Quah, Danny |
| author_sort | Quah, Danny |
| collection | MIT |
| first_indexed | 2024-09-23T12:49:56Z |
| format | Working Paper |
| id | mit-1721.1/63759 |
| institution | Massachusetts Institute of Technology |
| last_indexed | 2024-09-23T12:49:56Z |
| publishDate | 2011 |
| publisher | Cambridge, Mass. : Department of Economics, Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/637592019-04-12T07:51:08Z An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data Quah, Danny Massachusetts Institute of Technology. Dept. of Economics 2011-06-09T16:39:52Z 2011-06-09T16:39:52Z 1989 Working Paper improvedrateforn00quah http://hdl.handle.net/1721.1/63759 20837523 000402082 Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 529 application/pdf Cambridge, Mass. : Department of Economics, Massachusetts Institute of Technology |
| spellingShingle | Quah, Danny An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data |
| title | An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data |
| title_full | An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data |
| title_fullStr | An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data |
| title_full_unstemmed | An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data |
| title_short | An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data |
| title_sort | improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data |
| url | http://hdl.handle.net/1721.1/63759 |
| work_keys_str_mv | AT quahdanny animprovedratefornonnegativedefiniteconsistentcovariancematrixestimationwithheterogeneousdependentdata AT quahdanny improvedratefornonnegativedefiniteconsistentcovariancematrixestimationwithheterogeneousdependentdata |