Grocer Function

NAME

mcov - White's X'WX

CALLING SEQUENCE

[xuux]=mcov(x,u)

PARAMETERS

Input

Output

DESCRIPTION

Computes x'*u*u'*x. References: H. White 1980, Econometrica Vol. 48 pp. 818-838.

EXAMPLE

xuux = mcov(x,resid);

Example taken from hwhite. Should not have many other uses.

AUTHOR

Eric Dubois 2002