Lower Eigenbound for AR(1) Disturbance Covariance Matrix

Lower Eigenbound for AR(1) Disturbance Covariance Matrix

Kyung-Taik Han and Eric Iksoon Im
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Volume:
14
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3532982
Date:
February, 1998
File:
PDF, 187 KB
english, 1998
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