"A Simple Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica, 55, 703- 8.Newey, W. K., and K. D. West, 1987, A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix estimator, Econometrica 55, 703-...
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica, Vol. 55(3), 703 – 708. 免责声明:文章内容不可视为投资意见。市场有风险,入市需谨慎。 原创不易,请保护版权。如需转载,请联系获得授权,并注明出处,谢谢。已委托“维权骑士”(维权骑士_免费...
While truncated crossing equations have been recently used to obtain some estimates in the five-point case [8], a positive semi-definite formulation would bring us back to the world of rigorous error bars which makes the standard numerical bootstrap so popular.2 Fortunately, the six-point ...
On positive definite solutions of the nonlinear matrix equation X A★XnA=I 热度: Perturbation analysis of the Hermitian positive definite solution of the matrix equation X AX2A = I 热度: A Simple Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.pdf(by ...
Newey WK, West KD (1987) A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 55(3):703–708 Google Scholar Novy-Marx R (2013) The other side of value: the gross profitability premium. J Financ Econ 108(1):1–28 Google Scholar ...
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 ...
The Laplacian matrix is a symmetric positive semi-definite matrix with some important properties. Let \(u=(u_1, u_2, ..., u_n)\) be the normalized eigenvectors of matrix L(G) and \((\lambda _1, \lambda _2, \ldots , \lambda _n)\) be the corresponding eigenvalues of these eig...
The operator is assumed to be linear, unbounded, self-adjoint and positive definite. The main example we have in mind for A is the Dirichlet Laplacian on , where is a spatial domain with smooth boundary. Throughout the paper the kernel b is kept as general as possible but so that the ...
{B}}}\right\rangle )\sqrt{2}\), \(\left|{{{\rm{D}}}\right\rangle =(\left|{{{\rm{A}}}\right\rangle +{{{\rm{i}}}\left|{{{\rm{B}}}\right\rangle )\sqrt{2}\)) and applying maximum likelihood estimation to obtain a positive semi-definite and Hermitian matrix χ. We too...
While there exist different strate- gies to assign the energy-momentum pseudo-tensor, the one obtained from the functional variation (with respect to the background metric) of the effective action (A.3) leads to a positive semi-definite energy density both inside and outside the Hubble radius...