Generalized reduced rank tests using the singular value decomposition (Q274909)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized reduced rank tests using the singular value decomposition |
scientific article |
Statements
Generalized reduced rank tests using the singular value decomposition (English)
0 references
25 April 2016
0 references
stochastic discount factor model
0 references
cointegration
0 references
GMM
0 references
0 references
0 references
0 references
0 references
0 references
0 references
