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An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data

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  • Quah, Danny

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  • Quah, Danny, 1990. "An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data," Economics Letters, Elsevier, vol. 33(2), pages 133-140, June.
    • Handle: RePEc:eee:ecolet:v:33:y:1990:i:2:p:133-140
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    Cited by:

    1. Conley, T. G., 1999. "GMM estimation with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 92(1), pages 1-45, September.

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