Pages that link to "Item:Q4031060"

The following pages link to Testing the Rank and Definiteness of Estimated Matrices With Applications to Factor, State-Space and ARMA Models (Q4031060):

Displaying 16 items.

• Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
• Local rank tests in a multivariate nonparametric relationship (Q290946) (← links)
• Testing for weak identification in possibly nonlinear models (Q530604) (← links)
• Dimension estimation in sufficient dimension reduction: a unifying approach (Q608333) (← links)
• Forecasting international growth rates with leading indicators: A system- theoretic approach (Q1202455) (← links)
• A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
• Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729) (← links)
• Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
• Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
• Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example (Q2489494) (← links)
• Identifiability of nonlinear logistic test models (Q2511843) (← links)
• ON RANK ESTIMATION IN SYMMETRIC MATRICES: THE CASE OF INDEFINITE MATRIX ESTIMATORS (Q2886981) (← links)
• Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560) (← links)
• Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
• SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS (Q3551010) (← links)
• Encompassing and indirect inference (Q3598288) (← links)