Generalized Reduced Rank Tests using the Singular Value Decomposition
Year of publication: |
2003-02-17
|
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Authors: | Kleibergen, F.R. ; Paap, R. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | stochastic discount factor model | cointegration | GMM |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2003-01 |
Source: |
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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)
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Kleibergen, F.R., (2000)
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Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
Kleibergen, F.R., (1998)
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Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration
Kleibergen, F.R., (1996)
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