Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...
If $A = (a_{ij})$ is an $n \times n$ irreducible matrix, then there are positive numbers $d_1, d_2, \cdots, d_n$ so that $\sum_k d_ia_{ik}d^{-1}_k = \sum_k d_ka_{ki}d ...
This is a preview. Log in through your library . Journal Information Econometric Theory provides an authoritative outlet for original contributions in all of the major areas of econometrics. As well ...
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