## Quick Reference

For a vector of random variables *X* = [*X*_{1}…*X*_{n}], a matrix of variances of each component along the main diagonal and covariances between all pairs of components in non-diagonal elements. The covariance matrix is defined by*E*[(*X-E*(*X*)(*X-E*(*X*)* ^{T}*].

*E*[(*X-E*(*X*)(*X-E*(*X*)* ^{T}*].

*Subjects:*
Economics.

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