A test for Kronecker product structure covariance matrix (Q2688652)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for Kronecker product structure covariance matrix |
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A test for Kronecker product structure covariance matrix (English)
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3 March 2023
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covariance matrix
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heteroskedasticity
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invariance
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Kronecker product structure
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linear instrumental variables regression model
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reduced rank
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weak identification
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