Generalized reduced rank tests using the singular value decomposition
Frank Kleibergen, Richard Paap
| Year of publication: |
2006
|
|---|---|
| Authors: | Kleibergen, Frank ; Paap, Richard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 133.2006, 1, p. 97-126
|
| Subject: | Stochastischer Prozess | Stochastic process | Kointegration | Cointegration | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Ranking-Verfahren | Ranking method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003354557