Generalized reduced rank tests using the singular value decomposition (Q274909)
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scientific article; zbMATH DE number 6573055
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| default for all languages | No label defined |
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| English | Generalized reduced rank tests using the singular value decomposition |
scientific article; zbMATH DE number 6573055 |
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Generalized reduced rank tests using the singular value decomposition (English)
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25 April 2016
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stochastic discount factor model
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cointegration
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GMM
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0.8188474178314209
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0.7947657108306885
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0.7915735244750977
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0.7790470123291016
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