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1. A test for kronecker product structure covariance matrix

   Author: Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, Sophocles

   Published: [2022]

   Publisher:  Department of Economics, University of Oxford, Oxford

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   Verlag (kostenfrei) Verlag (kostenfrei)

   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   VS 454

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Series:	Department of Economics discussion paper series / University of Oxford ; number 962 (January 2022)
   Subjects:	covariancematrix; heteroskedasticity; invariance; Kroneckerproductstructure; linear instrumentalvariablesregressionmodel; reducedrank; weakidentification
   Scope:	1 Online-Ressource (circa 53 Seiten), Illustrationen