Old Web
English
Sign In
Acemap
>
Paper
>
The Covariance Matrix of the Limited Information Estimator and the Identification Test
The Covariance Matrix of the Limited Information Estimator and the Identification Test
1969
Ta-chung Liu
William J. Breen
Keywords:
Statistics
Covariance matrix
Economics
Covariance intersection
Whitening transformation
Estimation of covariance matrices
Newey–West estimator
Matérn covariance function
Rational quadratic covariance function
Covariance function
Scatter matrix
Algorithm
Correction
Source
Cite
Save
Machine Reading By IdeaReader
7
References
40
Citations
NaN
KQI
[]