Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
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Publication:3182773
DOI10.1080/07474930802473785zbMath1172.62020OpenAlexW3121849872MaRDI QIDQ3182773
Gonzalo Camba-Mendez, George Kapetanios
Publication date: 16 October 2009
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp850.pdf
Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)
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Uses Software
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