A New Parametrization of Correlation Matrices
- Author(s)
- Ilya Archakov, Peter R. Hansen
- Abstract
A New Parametrization of Correlation Matrices
- Organisation(s)
- Research Network Data Science
- External organisation(s)
- University of North Carolina at Chapel Hill
- Journal
- Econometrica
- Volume
- 89
- Pages
- 1699-1715
- ISSN
- 0012-9682
- Publication date
- 07-2021
- Peer reviewed
- Yes
- Austrian Fields of Science 2012
- 502025 Econometrics
- Keywords
- Portal url
- https://ucris.univie.ac.at/portal/en/publications/a-new-parametrization-of-correlation-matrices(f897896c-4341-4bc0-9928-ba28b5af3865).html