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Cites work
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
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Cited in
(48)- Bootstrap testing of the rank of a matrix via least-squared constrained estimation
- A misspecification test for the higher order co-moments of the factor model
- Detecting lack of identification in GMM
- CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
- The impact of forward guidance and large-scale asset purchase programs on commodity markets
- Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
- Local rank tests in a multivariate nonparametric relationship
- The term structure of monetary policy uncertainty
- Bootstrapping the GMM overidentification test under first-order underidentification
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
- On rank estimation in symmetric matrices: the case of indefinite matrix estimators
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
- Treatment effects in interactive fixed effects models with a small number of time periods
- Inference on the rank of the growth curve model using model selection method
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- Biwhitening Reveals the Rank of a Count Matrix
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- Universal rank inference via residual subsampling with application to large networks
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- Underidentification?
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- Estimating the Rank of the Spectral Density Matrix
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