Bootstrap Statistical Tests of Rank Determination for System Identification
Year of publication: |
2002-11
|
---|---|
Authors: | Camba-Mendez, Gonzalo ; Kapetanios, George |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Rank | Bootstrap | Monte Carlo | System identification | Hankel operator |
-
Testing the rank of the Hankel matrix: a statistical approach
Camba-Méndez, Gonzalo, (2001)
-
Short Run and Long Run Causality in Time Series: Inference
Dufour, Jean-Marie, (2003)
-
Short and long run causality measures: theory and inference
Dufour, Jean-Marie, (2008)
- More ...
-
Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling
Camba-Mendez, Gonzalo, (2005)
-
Statistical tests of the rank of a matrix and their applications in econometric modelling
Camba-Mendez, Gonzalo, (2005)
-
Bootstrap statistical tests of rank determination for system identification
Camba-Mendez, Gonzalo, (2002)
- More ...