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Revision as of 07:00, 5 March 2024

scientific article
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A unifying theory of tests of rank
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    A unifying theory of tests of rank (English)
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    23 May 2017
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    tests of rank
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    cointegration
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    plug-in principle
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    null space estimation
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    reduced-rank approximation
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    local power
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    misspecification
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