TESTS OF RANK
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Publication:4512677
DOI10.1017/S0266466600162012zbMATH Open0957.62047OpenAlexW2035621983MaRDI QIDQ4512677FDOQ4512677
Authors: Jean-Marc Robin, Richard J. Smith 
Publication date: 29 March 2001
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466600162012
Recommendations
Monte Carlo methods (65C05) Hypothesis testing in multivariate analysis (62H15) Sequential statistical analysis (62L10)
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- Structural analysis with multivariate autoregressive index models
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- Identifying Structural Models of Committee Decisions With Heterogeneous Tastes and Ideological Bias
- Estimating the Rank of the Spectral Density Matrix
- Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration
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- A characterization of invariant tests for identification in linear structural equations
- A theorem on the rank of a product of matrices with illustration of its use in goodness of fit testing
- Identification of auction models using order statistics
- Determining the cointegration rank in heteroskedastic VAR models of unknown order
- Cotrending: testing for common deterministic trends in varying means model
- Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing
- Structural VAR models in the frequency domain
- Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
- Dimension estimation in sufficient dimension reduction: a unifying approach
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- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
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- Improved inference on the rank of a matrix
- Sequentially estimating the structural equation by power transformation
- Generalized reduced rank tests using the singular value decomposition
- GEL statistics under weak identification
- Growth, distance to frontier and composition of human capital
- Identification and estimation of incomplete information games with multiple equilibria
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