Generalized Reduced Rank Tests using the Singular Value Decomposition
Year of publication: |
2004-08-11
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Authors: | Paap, Richard ; Kleibergen, Frank |
Institutions: | Econometric Society |
Subject: | Rank test | Cointegration | GMM |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Australasian Meetings 2004 Number 195 |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank, (2003)
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Generalized Reduced Rank Tests using the Singular Value Decomposition
Kleibergen, Frank, (2003)
-
Generalized Reduced Rank Tests using the Singular Value Decomposition
Kleibergen, Frank, (2003)
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Generalized Reduced Rank Tests using the Singular Value Decomposition
Kleibergen, Frank, (2003)
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Kleibergen, Frank, (2000)
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Generalized Reduced Rank Tests using the Singular Value Decomposition
Kleibergen, Frank, (2003)
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