I have an academic economic paper that says the following:
$q_r = \operatorname{Cov}(rx,v')\lambda$
$(14 \times 1)=(14 \times 4)(4 \times 1)$
My vector $q_r$ is of size $14 \times 1$, my matrix $rx$ is size $T \times 14$, and my matrix $v$ is of size $T \times 4$. I don't have the value of $\lambda$.
How can I get a covariance matrix of size 14 $\times$ 4?