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person:"Stahlecker, Peter"
type_genre:"Working Paper"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~person:"Kleibergen, Frank"
~person:"Magnus, Jan R."
~person:"Newey, Whitney K."
~person:"Weidner, Martin"
~subject:"Estimation"
~subject:"Schätztheorie"
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Estimation
Schätztheorie
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Kroneckerproductstructure
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covariancematrix
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Stahlecker, Peter
Kleibergen, Frank
Magnus, Jan R.
Newey, Whitney K.
Weidner, Martin
Shephard, Neil G.
6
Berenguer-Rico, Vanessa
5
Nielsen, Bent
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Hendry, David F.
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Johansen, Søren
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Alan, Sule
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Wolter, James Lewis
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Chevillon, Guillaume
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Doucet, Arnaud
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Duffy, James A.
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Eberhardt, Markus
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Engle, Robert F.
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Fernández Macho, Francisco Javier
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Flury, Thomas
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Foster, Dean P.
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Greenstreet, David
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Gu, Ran
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Guggenberger, Patrik
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Lunde, Asger
1
Mavroeidis, Sophocles
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Department of Economics discussion paper series / University of Oxford
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A test for kronecker product structure covariance matrix
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
-
2022
Persistent link: https://www.econbiz.de/10012814351
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