What is closed form of the determinant of finite order covariance matrix?

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Robert James McClelland

This was dealt with to some extent by Hansen in Journal of Econometrics Volume 141, Issue 2, December 2007, Pages 597–620 with article entitled Asymptotic properties of a robust variance matrix estimator for panel data when T is large

Pengda Huang

Thank you, Dr. McClelland. That will very helpful.

Pengda

Marek Wojciech Gutowski

I wonder what would be the use of such an information. For some proof? Practical?

A wild guess is 0