Pythagorean generalization of testing the equality of two symmetric positive definite matrices

Pythagorean generalization of testing the equality of two symmetric positive definite matrices

Cho, Jin Seo ; Phillips, Peter
Identifier: http://hdl.handle.net/2292/44457
Issue Date: 2018-01
Reference: Journal of Econometrics 202(1):45-56 Jan 2018
Rights: Copyright: Elsevier
Rights (URI): https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm

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DOI: 10.1016/j.jeconom.2017.05.020
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