The following pages link to TESTS OF RANK (Q4512677):
Displaying 37 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)
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- Local rank tests in a multivariate nonparametric relationship (Q290946) (← links)
- On specification testing of ordered discrete choice models (Q291112) (← links)
- Consistent noisy independent component analysis (Q302095) (← 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)
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Growth, distance to frontier and composition of human capital (Q851149) (← links)
- Identification and estimation of incomplete information games with multiple equilibria (Q1706497) (← links)
- Consistent order estimation for nonparametric hidden Markov models (Q1715538) (← links)
- A characterization of invariant tests for identification in linear structural equations (Q1934684) (← links)
- Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
- Identification of dynamic games with unobserved heterogeneity and multiple equilibria (Q2074594) (← links)
- Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics (Q2157505) (← links)
- Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing (Q2214252) (← links)
- Identification of structural vector autoregressions through higher unconditional moments (Q2236880) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach (Q2399544) (← links)
- A one-sample test for normality with kernel methods (Q2419660) (← links)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← 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)
- Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560) (← 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)
- CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES (Q4599621) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- (Q5011284) (← links)
- Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- Fast Estimation of Approximate Matrix Ranks Using Spectral Densities (Q5380703) (← links)
- A simple test of completeness in a class of nonparametric specification (Q5865517) (← links)
- Identification of auction models using order statistics (Q6133350) (← links)
- Structural VAR models in the frequency domain (Q6175543) (← links)
