An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data
By: Danny Quah
Contributors: Massachusetts Institute of Technology. Dept. of Economics
Series: Working paper / Department of Economics -- no. 529; Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 529.
Publisher: Department of Economics, Massachusetts Institute of Technology
Published: 1989
Place of publication: Cambridge, Mass
Language: eng
Other titles: Nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data, an improved rate for.
Notes: Includes bibliographical references (p. 9).