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The Limit Distribution of the Generalized Inverse of a Singular Co-variance Matrix Estimate

Published online by Cambridge University Press:  11 February 2009

Pietro Balestra
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Abstract

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Type
Solutions
Information
Econometric Theory , Volume 6 , Issue 4 , December 1990 , pp. 494 - 495
Copyright
Copyright © Cambridge University Press 1990

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References

Note

1. A very good solution has been proposed by Peter C. B. Phillips (the poser of the problem).