Coverart for item
The Resource Robust covariance matrix estimation with data-dependent VAR prewhitening order, Wouter J. den Haan, Andrew T. Levin

Robust covariance matrix estimation with data-dependent VAR prewhitening order, Wouter J. den Haan, Andrew T. Levin

Label
Robust covariance matrix estimation with data-dependent VAR prewhitening order
Title
Robust covariance matrix estimation with data-dependent VAR prewhitening order
Statement of responsibility
Wouter J. den Haan, Andrew T. Levin
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
FRW
http://library.link/vocab/creatorDate
1962-
http://library.link/vocab/creatorName
Den Haan, Wouter J.
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Levin, Andrew T.
  • National Bureau of Economic Research
Series statement
Technical working paper
Series volume
255
http://library.link/vocab/subjectName
Analysis of covariance
Label
Robust covariance matrix estimation with data-dependent VAR prewhitening order, Wouter J. den Haan, Andrew T. Levin
Instantiates
Publication
Note
"June 2000."
Bibliography note
Includes bibliographical references (pages 24-25)
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
45261474
Dimensions
22 cm
Extent
36 pages
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
Label
Robust covariance matrix estimation with data-dependent VAR prewhitening order, Wouter J. den Haan, Andrew T. Levin
Publication
Note
"June 2000."
Bibliography note
Includes bibliographical references (pages 24-25)
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
45261474
Dimensions
22 cm
Extent
36 pages
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...