The following pages link to Inferring the rank of a matrix (Q1362038):
Displayed 35 items.
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- Local rank tests in a multivariate nonparametric relationship (Q290946) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← links)
- Optimal asymptotic least squares estimation in a singular set-up (Q498873) (← links)
- Determining the number of factors when the number of factors can increase with sample size (Q506051) (← links)
- Underidentification? (Q528042) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Dimension estimation in sufficient dimension reduction: a unifying approach (Q608333) (← links)
- Distribution switching in financial time series (Q1005213) (← links)
- A lag augmentation test for the cointegrating rank of a VAR process (Q1285813) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- A characterization of invariant tests for identification in linear structural equations (Q1934684) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
- Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example (Q2489494) (← links)
- Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration (Q2658749) (← links)
- Treatment effects in interactive fixed effects models with a small number of time periods (Q2688658) (← links)
- ON RANK ESTIMATION IN SYMMETRIC MATRICES: THE CASE OF INDEFINITE MATRIX ESTIMATORS (Q2886981) (← links)
- Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560) (← links)
- Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459) (← links)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS (Q3551010) (← links)
- DETECTING LACK OF IDENTIFICATION IN GMM (Q4561956) (← links)
- CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES (Q4599621) (← links)
- THE RANK OF A SUBMATRIX OF COINTEGRATION (Q4680625) (← links)
- Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation (Q4975340) (← links)
- Eigendecomposition of the Mean-Variance Portfolio Optimization Model (Q5270514) (← links)
- Bayesian Analysis of DSGE Models by S. An and F. Schorfheide (Q5292344) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- A misspecification test for the higher order co-moments of the factor model (Q5742593) (← links)
- Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models (Q5862492) (← links)
- Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators (Q6190331) (← links)
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models (Q6199649) (← links)