A practitioner's guide to robust covariance matrix estimation:
Saved in:
Bibliographic Details
Main Authors: DenHaan, Wouter J. (Author), Levin, Andrew T. 1962- (Author)
Format: Book
Language:English
Published: Cambridge, Mass. NBER 1996
Series:Technical working papers / National Bureau of Economic Research 197
Physical Description:56 S. graph. Darst.