Generalized reduced rank tests using the singular value decomposition (Q274909): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2005.02.011
@@ Property / DOI: 10.1016/j.jeconom.2005.02.011 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H15
@@ Property / Mathematics Subject Classification ID: 62H15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+A03
@@ Property / Mathematics Subject Classification ID: 15A03 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+A23
@@ Property / Mathematics Subject Classification ID: 15A23 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 62F05 / rank @@
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@@ Property / zbMATH DE Number @@
+6573055
@@ Property / zbMATH DE Number: 6573055 / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic discount factor model
@@ Property / zbMATH Keywords: stochastic discount factor model / rank @@
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@@ Property / zbMATH Keywords @@
+cointegration
@@ Property / zbMATH Keywords: cointegration / rank @@
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@@ Property / zbMATH Keywords @@
+GMM
@@ Property / zbMATH Keywords: GMM / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3022774728
@@ Property / OpenAlex ID: W3022774728 / rank @@
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@@ Property / cites work @@
+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix
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@@ Property / cites work @@
+Inferring the rank of a matrix
@@ Property / cites work: Inferring the rank of a matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Testing the Rank and Definiteness of Estimated Matrices With Applications to Factor, State-Space and ARMA Models
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@@ Property / cites work @@
+Q3359644
@@ Property / cites work: Q3359644 / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
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@@ Property / cites work @@
+Q4040931
@@ Property / cites work: Q4040931 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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@@ Property / cites work @@
+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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@@ Property / cites work @@
+Direct cointegration testing in error correction models
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@@ Property / cites work @@
+Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate reduced-rank regression
@@ Property / cites work: Multivariate reduced-rank regression / rank @@
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@@ Property / cites work @@
+TESTS OF RANK
@@ Property / cites work: TESTS OF RANK / rank @@
+Normal rank
@@ Property / cites work @@
+Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
+Normal rank
@@ Property / cites work @@
+Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+DETECTING LACK OF IDENTIFICATION IN GMM
@@ Property / cites work: DETECTING LACK OF IDENTIFICATION IN GMM / rank @@
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@@ Property / DOI @@
+.1016/J.JECONOM.2005.02.011
@@ Property / DOI: 10.1016/J.JECONOM.2005.02.011 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:274909