D. (1987). A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica, 55(3):703-08.A simple, positive-definite, heteroskedasticity and autocorrelation consistent covariance matrix - Newey, West - 1987...
Green, J., J. R. M. Hand, and X. F. Zhang (2017). The characteristics that provide independent information about average U.S. monthlystock returns.Review of Financial Studies, Vol. 30(12), 4389 – 4436. Newey, W. K. and K. D. West (1987). A simple, positive semi-definite,he...
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix This paper describes a simple method of calculating a heteroskedasticity and autocorrelation consistent covariance matrix that is positive semi-definite by......
In this work, we initiate a positive semi-definite numerical bootstrap program for multi-point correlators. Considering six-point functions of operators on a line, we reformulate the crossing symmetry equation for a pair of comb-channel expansions as a semi-definite programming problem. We provide...
Newey WK, West KD: A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica. 1987, 55: 703-708. 10.2307/1913610. Article Google Scholar StataCorp: Stata Statistical Software: Release 10. 2007, College Station, TX: StataCorp LP Google Schol...
For example, it is fairly well known that this is possible for any positive definite spatial stiffness matrix. In this article, it is shown that any symmetric positive semi-definite matrix can also be written in normal form. As an application this result is used to design a compact parallel...
PRACTITIONERS CORNER A POSITIVE SEMI‐DEFINITE COVARIANCE MATRIX FOR HAUSMAN SPECIFICATION TESTS OF CONDITIONAL AND MARGINAL DENSITIES Oxford Bulletin of Economics and Statistics, 57(2):277-281.A positive semi-definite covariance matrix for Hausman specification tests of conditional and marginal densities ...
For Hermitian matrices A and B∈ℂn×n, we say A>B (A≥B) if A−B is a positive definitive (positive semi-definite) matrix. Access through your organization Check access to the full text by signing in through your organization. Access through your organization Section snippets ...
Answer to: Explain what is the rank of a positive semi-definite matrix. By signing up, you'll get thousands of step-by-step solutions to your...
design of constrained iir and interpolated iir filters using a new semi-definite programming based model reduction technique Digital filter banks have found in a wide variety of applications in data compression, digital communications, and adaptive signal processing. The common objectives of the filter ...