Canonical Correlations and Instrument Selection in Econometrics
Year of publication: |
2005-05-31
|
---|---|
Authors: | Jana, Kalidas |
Other Persons: | Denis Pelletier (contributor) ; Alastair R. Hall (contributor) ; Peter Bloomfield (contributor) ; David A. Dickey (contributor) |
Subject: | canonical correlations | long run canonical correlations | coherence at frequency zero | canonical coherences at frequency zero | Hannan and Likehood Ratio tests of persistence | near-integrated | non-centrality parameter | Hannan and Likehood Ratio tests of exogeneity |
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