A unifying theory of tests of rank (Q2397723)

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A unifying theory of tests of rank
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    Statements

    title
    A unifying theory of tests of rank (English)
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    author
    Majid M. Al-Sadoon
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    publication date
    23 May 2017
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62H15
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    62E20
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    62P20
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    zbMATH DE Number
    6722631
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