Ligeralde, Antonio

Band Covariance Matrix Estimation Using Restricted Residuals: A Monte Carlo Analysis

Cover  Band Covariance Matrix Estimation Using Restricted Residuals: A Monte Carlo Analysis
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Description Band Covariance Matrix Estimation Using Restricted Residuals: A Monte Carlo Analysis/ Ligeralde, Antonio - Brown, Bryan
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Sta in: International Economic Review 1995, August, N. 3. 751-768 P.
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ID file 54340
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Ligeralde, Antonio