A unifying theory of tests of rank
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- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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- Statistical analysis of cointegration vectors
- TESTS OF COMMON STOCHASTIC TRENDS
- TESTS OF RANK
- Testing Statistical Hypotheses
- Testing for Common Trends
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Cited in
(15)- Bootstrap testing of the rank of a matrix via least-squared constrained estimation
- On rank estimation in symmetric matrices: the case of indefinite matrix estimators
- Identification of structural vector autoregressions through higher unconditional moments
- Improved inference on the rank of a matrix
- A theorem on the rank of a product of matrices with illustration of its use in goodness of fit testing
- A method to evaluate the rank condition for CCE estimators
- Identifiability of structural singular vector autoregressive models
- Generalized reduced rank tests using the singular value decomposition
- A note on the distribution of the resistance of rank tests
- scientific article; zbMATH DE number 4149379 (Why is no real title available?)
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
- Universal rank inference via residual subsampling with application to large networks
- TESTS OF RANK
- scientific article; zbMATH DE number 846073 (Why is no real title available?)
- Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
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