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~accessRights:"free"
~person:"Kapetanios, George"
~subject:"Multivariate Analyse"
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Testing the Rank of the Hankel Matrix : A Statistical Approach
Camba-Mendez, Gonzalo
;
Kapetanios, George
-
2021
Hankel matrix. We also provide a Monte
Carlo
study on the reliability of these tests compared to existing procedures …
Persistent link: https://www.econbiz.de/10013320298
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2
Testing the rank of the Hankel matrix : a statistical approach
Camba-Méndez, Gonzalo
-
2001
Persistent link: https://www.econbiz.de/10013434335
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3
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003897081
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