Generalized reduced rank tests using the singular value decomposition (Q274909)
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scientific article; zbMATH DE number 6573055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized reduced rank tests using the singular value decomposition |
scientific article; zbMATH DE number 6573055 |
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Generalized reduced rank tests using the singular value decomposition (English)
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25 April 2016
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stochastic discount factor model
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cointegration
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GMM
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