Note on the Asymptotic Standard Errors of Latent Roots of Econometric Equation Systems

DOI10.2307/1401532zbMath0135.20102OpenAlexW2796045634MaRDI QIDQ5508066

Heinz Neudecker, Cornelis van de Panne

Publication date: 1966

Published in: Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1401532

zbMATH Keywords

operations research

Related Items (2)

Application of filtering methods in econometrics ⋮ On matrix procedures for optimizing differentiable scalar functions of matrices

This page was built for publication: Note on the Asymptotic Standard Errors of Latent Roots of Econometric Equation Systems