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FoReco
cscov
cscov function
Cross-sectional covariance matrix approximation
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FoReco package
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Maintainer: Daniele Girolimetto
License: GPL-3
Last published: 2024-08-20
Useful links
https://github.com/daniGiro/FoReco/issues
https://github.com/daniGiro/FoReco
https://danigiro.github.io/FoReco/