Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
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Publication:3182773
Asymptotic properties of parametric estimators (62F12) Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)
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- Bootstrap Statistical Tests of Rank Determination for System Identification
- Estimating the Rank of the Spectral Density Matrix
- Estimating the dimension of a model
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- Identification and estimation of polynomial errors-in-variables models
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- Inference in canonical correlation analysis
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- TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS
- Testing for Common Trends
- Testing for \(r\) versus \(r-1\) cointegrating vectors
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- Testing the Rank and Definiteness of Estimated Matrices With Applications to Factor, State-Space and ARMA Models
- Testing the rank of the Hankel covariance matrix: a statistical approach
- The cost of living and taste and quality change
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Cited in
(18)- Identification and estimation of incomplete information games with multiple equilibria
- A TT-based hierarchical framework for decomposing high-order tensors
- Bootstrap testing of the rank of a matrix via least-squared constrained estimation
- Fast Estimation of Approximate Matrix Ranks Using Spectral Densities
- Identification of dynamic games with unobserved heterogeneity and multiple equilibria
- Testing the Rank of a Matrix With Applications to the Analysis of Interaction in ANOVA
- Structural analysis with multivariate autoregressive index models
- Model selection criteria for reduced rank multivariate time series: a simulation study
- A method to evaluate the rank condition for CCE estimators
- Specifying and testing econometric models for rank-ordered data
- A unifying theory of tests of rank
- A scalable multi-step least squares method for network identification with unknown disturbance topology
- Estimating the Rank of the Spectral Density Matrix
- Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
- A nonparametric poolability test for panel data models with cross section dependence
- On rank estimation in symmetric matrices: the case of indefinite matrix estimators
- Improved inference on the rank of a matrix
- Generalized reduced rank tests using the singular value decomposition
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