Generalized Reduced Rank Tests using the Singular Value Decomposition
Year of publication: |
2003-02-17
|
---|---|
Authors: | Kleibergen, Frank ; Paap, Richard |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | GMM | cointegration | stochastic discount factor model |
Extent: | application/pdf |
---|---|
Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2003-01 |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
-
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank, (2003)
-
Generalized Reduced Rank Tests using the Singular Value Decomposition
Kleibergen, Frank, (2003)
-
Generalized Reduced Rank Tests using the Singular Value Decomposition
Kleibergen, Frank, (2003)
- More ...
-
Kleibergen, Frank, (2000)
-
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration
Kleibergen, Frank, (1996)
-
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
Kleibergen, Frank, (1998)
- More ...