Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q276925 |
||
Property / author | |||
Property / author: George Kapetanios / rank | |||
Revision as of 07:12, 12 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling |
scientific article |
Statements
Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (English)
0 references
16 October 2009
0 references
model specification
0 references
multiple time series
0 references
tests of rank
0 references
demand systems
0 references
cointegration
0 references