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Inferences from parametric and non-parametric covariance matrix estimation procedures

Material type: Text

TextSeries: NBER technical working paper;195.Publisher: Cambridge (Mass.) National Bureau of Economic Research 1996Description: 35 p. graf. 22 cm.Subject(s): ECONOMETRIA

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Item type	Current location	Home library	Call number	Status	Notes	Date due	Barcode
Libros		IEF	OP 2096-195 (Browse shelf)	Available	NBER. Technical Working Papers; 195		OP 2096-195

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Previous	op 2096-193 Forecast evaluation and combination	op 2096-193 Instrument relevance in multivariate linear models : a simple measure	op 2096-194 Exact maximun likelihood estimation of observation-driven econometric models	OP 2096-195 Inferences from parametric and non-parametric covariance matrix estimation procedures	OP 2096-196 Generating non-standard multivariate distributions with an application to mismeasurement in the CPI	OP 2096-197 A practitioner's guide to robust covariance matrix estimation	op 2096-198 Asymptotics for GMM estimators with weak instruments	Next

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