Generalized reduced rank tests using the singular value decomposition

Frank Kleibergen ...

Year of publication:	2003 ; [Elektronische Ressource]
Other Persons:	Kleibergen, Frank (contributor) ; Paap, Richard (contributor)
Institutions:	Econometrisch Instituut <Rotterdam> (contributor)
Publisher:	Rotterdam : Econometric Institute
Subject:	Stochastischer Prozess \| Stochastic process \| Kointegration \| Cointegration \| Dekompositionsverfahren \| Decomposition method \| Theorie \| Theory \| Ranking-Verfahren \| Ranking method

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