Generalized reduced rank tests using the singular value decomposition (Q274909): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62H15 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 15A03 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 15A23 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62F05 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6573055 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic discount factor model | |||
| Property / zbMATH Keywords: stochastic discount factor model / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
cointegration | |||
| Property / zbMATH Keywords: cointegration / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
GMM | |||
| Property / zbMATH Keywords: GMM / rank | |||
Normal rank | |||
Revision as of 16:19, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized reduced rank tests using the singular value decomposition |
scientific article |
Statements
Generalized reduced rank tests using the singular value decomposition (English)
0 references
25 April 2016
0 references
stochastic discount factor model
0 references
cointegration
0 references
GMM
0 references
