Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Gonzalo Camba-Mendez and George Kapetanios
| Year of publication: |
2009
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|---|---|
| Authors: | Camba-Méndez, Gonzalo ; Kapetanios, George |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 6, p. 581-611
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| Subject: | Ökonometrisches Modell | Econometric model | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Ranking-Verfahren | Ranking method | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10003881191