A unifying theory of tests of rank
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Publication:2397723
DOI10.1016/J.JECONOM.2017.03.002zbMATH Open1452.62614OpenAlexW2606264822MaRDI QIDQ2397723FDOQ2397723
Authors: Majid M. Al-Sadoon 
Publication date: 23 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://dro.dur.ac.uk/25916/1/25916.pdf
Recommendations
misspecificationreduced-rank approximationcointegrationlocal powertests of ranknull space estimationplug-in principle
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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Cited In (9)
- A method to evaluate the rank condition for CCE estimators
- Identifiability of structural singular vector autoregressive models
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- Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
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- A note on the distribution of the resistance of rank tests
- Identification of structural vector autoregressions through higher unconditional moments
- TESTS OF RANK
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