Work

The Limit Distribution of the Generalized Inverse of a Singular Covariance Matrix Estimate

Year: 1989

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466600012652

Author: Peter C.B. Phillips

Language: English

Topic: Advanced Statistical Methods and Models

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2046199037

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