This article sheds light on the asymptotic behavior of diagonal elements of projection matrices associated with instruments or regressors under many instrument/regressor asymptotics. When the diagonal ...

This is a preview. Log in through your library . Journal Information This monthly journal, begun in 1950, is devoted entirely to research in pure and applied mathematics, principally to the ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...

Description: Introduction to linear algebra. Systems of linear equations, matrix algebra, vector spaces, determinants, eigenvalues and eigenvectors, diagonalization of matrices, applications. Not open ...

This course is available on the MSc in Applicable Mathematics, MSc in Operations Research & Analytics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option ...