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Schätztheorie
asymptotic normality
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Lam, Clifford
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Feng, Phoenix
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A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Lam, Clifford
;
Feng, Phoenix
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 226-257
Persistent link: https://www.econbiz.de/10012110378
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2
Detection and estimation of block structure in spatial weight matrix
Lam, Clifford
;
Souza, Pedro C. L.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1347-1376
Persistent link: https://www.econbiz.de/10011592337
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