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

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

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