Inferences from parametric and non-parametric covariance matrix estimation procedures:
Saved in:
Bibliographic Details
Main Authors: Den Haan, Wouter J. 1962- (Author), Levin, Andrew T. 1962- (Author)
Format: Book
Language:English
Published: Washington, DC Board of Governors of the Federal Reserve System 1995
Series:International finance discussion papers 504
Subjects:
Physical Description:45 S.