Estimation of a covariance matrix with zeros
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- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016.
"A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence,"
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- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014. "A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence," CESifo Working Paper Series 4592, CESifo Group Munich.
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- Daniels, M.J. & Pourahmadi, M., 2009. "Modeling covariance matrices via partial autocorrelations," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2352-2363, November.
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- Letchford, Adam N. & Nasiri, Saeideh D., 2015. "The Steiner travelling salesman problem with correlated costs," European Journal of Operational Research, Elsevier, vol. 245(1), pages 62-69.
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