Band covariance matrix estimation using restricted residuals : a Monte Carlo analysis
by Antonio V. Ligeralde and Bryan W. Brown
| Year of publication: |
1995
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|---|---|
| Authors: | Ligeralde, Antonio Velasco |
| Other Persons: | Brown, Bryan W. (contributor) |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 36.1995, 3, p. 751-767
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| Subject: | Schätztheorie | Estimation theory | Simulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001186952