On Differentiating Eigenvalues and Eigenvectors
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 1 (1985)
Issue (Month): 02 (August)
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- Bystrov, Victor & di Salvatore, Antonietta, 2012. "Martingale approximation for common factor representation," MPRA Paper 37669, University Library of Munich, Germany.
- Bystrov, Victor & di Salvatore, Antonietta, 2013. "Martingale approximation of eigenvalues for common factor representation," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 233-237.
- Stéphane Bonhomme & Jean-Marc Robin & Koen Jochmans, 2013. "Nonparametric estimation of finite mixtures," Sciences Po Economics Discussion Papers 2013-09, Sciences Po Departement of Economics.
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- Nieuwenhuis, Herman J. & Schoonbeek, Lambert, 1997. "Stability and the structure of continuous-time economic models," Economic Modelling, Elsevier, vol. 14(3), pages 311-340, July.
- Koebel, Bertrand M. & Falk, Martin & Laisney, François, 2000. "Imposing and testing curvature conditions on a Box-Cox function," ZEW Discussion Papers 00-70, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Gunnar NordÃ©n, 2004. "The Correspondence Principle and Structural Stability in Non-Maximum," Levine's Bibliography 122247000000000422, UCLA Department of Economics.
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