Consistent estimation of a limiting covariance matrix
Article Abstract:
A limiting covariance matrix estimator is considered. The estimator is consistent and positive semi-definite, ensuring the estimated variances to be non-negative. Generation of hypothesis tests and construction of asymptotic confidence levels depend on the presence of consistent estimation of the limiting covariance matrix.
Publication Name: Bulletin of Economic Research
Subject: Economics
ISSN: 0307-3378
Year: 1993
User Contributions:
Comment about this article or add new information about this topic:
Risk Aversion for State Dependent Utility Functions: Measurement and Applications
Article Abstract:
Measures of risk aversion are developed which permit partial ordering of state-dependent utility functions according to their aversions for risk. These measures are useful in analyzing optimal risk sharing problems. A generalization of the existing theory is accomplished.
Publication Name: International Economic Review
Subject: Economics
ISSN: 0020-6598
Year: 1983
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Delay and settlement in litigation. Using higher moments to estimate the simple errors-in-variables model
- Abstracts: A generalized equivalence property of mixed international VAT regimes. More international evidence on the historical properties of business cycles
- Abstracts: Industrial relations in changing times. Engineers on the Production Floor? State-Level Evidence that Patenting and Production Locate Together
- Abstracts: Prenatal care demand and birthweight production of black mothers. The softness of medical production and implications for specifying hospital outputs
- Abstracts: An evolutionary approach to learning in a changing environment. Learning while searching for the best alternative