Hostname: page-component-cd9895bd7-hc48f Total loading time: 0 Render date: 2024-12-27T18:24:49.367Z Has data issue: false hasContentIssue false
  • English
  • Français

The Limit Distribution of the Generalized Inverse of a Singular Co-variance Matrix Estimate

Published online by Cambridge University Press:  11 February 2009

Pietro Balestra
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 6 , Issue 4 , December 1990 , pp. 494 - 495
Copyright
Copyright © Cambridge University Press 1990

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Note

1. A very good solution has been proposed by Peter C. B. Phillips (the poser of the problem).