Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Year of publication: |
2009
|
---|---|
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
|
Subject: | Ökonometrisches Modell | Econometric model | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Ranking-Verfahren | Ranking method | Schätztheorie | Estimation theory | Theorie | Theory |
-
Camba-Méndez, Gonzalo, (2008)
-
Camba-Méndez, Gonzalo, (2021)
-
A simple asymtotic analysis of residual-based statistics
Andreou, Elena, (2003)
- More ...
-
Testing the rank of the Hankel matrix: a statistical approach
Camba-Méndez, Gonzalo, (2001)
-
Spectral based methods to identify common trends and common cycles
Camba-Méndez, Gonzalo, (2001)
-
Estimating the rank of the spectral density matrix
Camba-Méndez, Gonzalo, (2004)
- More ...