A unifying theory of tests of rank (Q2397723): Difference between revisions

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+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
+Normal rank
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+A Wald test for the cointegration rank in nonstationary fractional systems
+Normal rank
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+SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM  OF THE INTERCEPT USING AN INFORMATION CRITERION
+Normal rank
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+Q5786969
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+Normal rank
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+Nonparametric cointegration analysis
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+Normal rank
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+Improved likelihood ratio tests for cointegration rank in the VAR model
+Normal rank
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+Semi-nonparametric cointegration testing
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+Normal rank
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+Nonparametric tests for unit roots and cointegration.
+Normal rank
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+Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
+Normal rank
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+Tests for cointegration with infinite variance errors
+Normal rank
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+DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER
+Normal rank
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+COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
+Normal rank
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+Testing for co-integration in vector autoregressions with non-stationary volatility
+Normal rank
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+On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix
+Normal rank
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+Inferring the rank of a matrix
@@ Property / cites work: Inferring the rank of a matrix / rank @@
+Normal rank
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+ON RANK ESTIMATION IN SYMMETRIC MATRICES: THE CASE OF INDEFINITE MATRIX ESTIMATORS
+Normal rank
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+Lower Rank Approximation of Matrices by Least Squares with Any Choice of Weights
+Normal rank
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+Q5689624
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+Normal rank
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+Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank
+Normal rank
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+Q4840212
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+Normal rank
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+A REVIEW OF SYSTEMS COINTEGRATION TESTS
@@ Property / cites work: A REVIEW OF SYSTEMS COINTEGRATION TESTS / rank @@
+Normal rank
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+Statistical analysis of cointegration vectors
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+Normal rank
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
+Normal rank
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+A Stastistical Analysis of Cointegration for I(2) Variables
+Normal rank
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+Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
+Normal rank
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
+Normal rank
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+HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING  BANDWIDTH EQUAL TO SAMPLE SIZE
+Normal rank
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
+Normal rank
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+Simple Robust Testing of Regression Hypotheses
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+Normal rank
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+Generalized reduced rank tests using the singular value decomposition
+Normal rank
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+Direct cointegration testing in error correction models
+Normal rank
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+Testing Statistical Hypotheses
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+Normal rank
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+Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods
+Normal rank
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+Modified Wald tests under nonregular conditions
@@ Property / cites work: Modified Wald tests under nonregular conditions / rank @@
+Normal rank
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+A lag augmentation test for the cointegrating rank of a VAR process
+Normal rank
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+Low rank approximation. Algorithms, implementation, applications
+Normal rank
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+Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit
+Normal rank
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+Nonparametric cointegration analysis of fractional systems with unknown integration orders
+Normal rank
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+TESTS OF COMMON STOCHASTIC TRENDS
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+Normal rank
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+Fully Modified Vector Autoregressive Inference in Partially Nonstationary Models
+Normal rank
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+Multivariate reduced-rank regression
@@ Property / cites work: Multivariate reduced-rank regression / rank @@
+Normal rank
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+TESTS OF RANK
@@ Property / cites work: TESTS OF RANK / rank @@
+Normal rank
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+Q3998482
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+Normal rank
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+Testing for Common Trends
@@ Property / cites work: Testing for Common Trends / rank @@
+Normal rank
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+Q4869532
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+Normal rank
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+DETECTING LACK OF IDENTIFICATION IN GMM
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+Normal rank
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+On cointegration tests for VAR models with drift
@@ Property / cites work: On cointegration tests for VAR models with drift / rank @@
+Normal rank