Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Download full text from publisher
References listed on IDEAS
- Kofman, Fred & Lawarree, Jacques, 1993.
"Collusion in Hierarchical Agency,"
Econometric Society, pages 629-656.
- Kofman, F. & Lawarree, J., 1990. "Collusion in Hierarchical Agency," Working Papers 91-01, University of Washington, Department of Economics.
- Kofman, F. & Lawarree, J., 1990. "Collusion in Hierarchical Agency," Discussion Papers in Economics at the University of Washington 91-01, Department of Economics at the University of Washington.
- McAfee, R Preston & McMillan, John, 1992. "Bidding Rings," American Economic Review, American Economic Association, vol. 82(3), pages 579-599, June.
- Laffont, Jean-Jacques & Maskin, Eric, 1980. "A Differential Approach to Dominant Strategy Mechanisms," Econometrica, Econometric Society, vol. 48(6), pages 1507-1520, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Anatolyev, Stanislav, 2012.
"Inference in regression models with many regressors,"
Journal of Econometrics,
Elsevier, pages 368-382.
- Stanislav Anatolyev, 2009. "Inference in Regression Models with Many Regressors," Working Papers w0125, Center for Economic and Financial Research (CEFIR).
- Arnab Bhattacharjee & Jagjit Chadha & Qi Sun, 2010.
"Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model,"
Open Economies Review,
Springer, vol. 21(3), pages 365-391, July.
- Arnab Bhattacharjee & Jagjit S. Chadha & Qi Sun, 2008. "Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model," CDMA Working Paper Series 200808, Centre for Dynamic Macroeconomic Analysis.
- Bhattacharjee, Arnab & Sun, Qi & Chadha, Jagjit S., 2008. "Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model," SIRE Discussion Papers 2008-53, Scottish Institute for Research in Economics (SIRE).
- Jagjit S. Chadha, 2008. "Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model," Studies in Economics 0808, School of Economics, University of Kent.
- Olivier Ledoit & Sandrine Pï¿½chï¿½, 2009. "Eigenvectors of some large sample covariance matrices ensembles," IEW - Working Papers 407, Institute for Empirical Research in Economics - University of Zurich.
More about this item
KeywordsConcentration asymptotics; equality test; sphericity test;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-11-27 (All new papers)
- NEP-ECM-2001-11-27 (Econometrics)
- NEP-ENT-2001-11-27 (Entrepreneurship)
- NEP-ETS-2001-11-27 (Econometric Time Series)
- NEP-NET-2001-11-27 (Network Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:upf:upfgen:575. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://www.econ.upf.edu/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.