On asymptotic normality when the number of regressors increases and the minimum eigenvalue of X'X/n decreases
Title: | On asymptotic normality when the number of regressors increases and the minimum eigenvalue of X'X/n decreases |
Author: | Gallant, A. Ronald |
Publisher: | North Carolina State University. Dept. of Statistics |
Date: | 1989 |
Series/Report No.: | Institute of Statistics mimeo series 1955 |
URI: |
http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1989_1955.pdf
http://www.lib.ncsu.edu/resolver/1840.4/8390 |
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