A unifying theory of tests of rank (Q2397723)
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scientific article; zbMATH DE number 6722631
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A unifying theory of tests of rank |
scientific article; zbMATH DE number 6722631 |
Statements
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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0.8188474178314209
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0.8169330358505249
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0.8085748553276062
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0.7832677960395813
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