A test for Kronecker product structure covariance matrix (Q2688652)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for Kronecker product structure covariance matrix |
scientific article |
Statements
A test for Kronecker product structure covariance matrix (English)
0 references
3 March 2023
0 references
covariance matrix
0 references
heteroskedasticity
0 references
invariance
0 references
Kronecker product structure
0 references
linear instrumental variables regression model
0 references
reduced rank
0 references
weak identification
0 references
0 references
0 references
0 references
0 references
0 references
