Rank Test Based On Matrix Perturbation Theory
Year of publication: |
2001-07
|
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Authors: | Ratsimalahelo, Zaka |
Institutions: | Economics and Econometrics Research Institute (EERI) |
Keywords: | Rank Testing Matrix Perturbation Theory Rank Estimation Singular Value Decomposition Sequential Testing Procedure Information Theoretic Criterion |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number EERI_RP_2001_04 38 pages |
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)
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Kleibergen, Frank, (2002)
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Tests of independence in separable econometric models: theory and application
Brown, Donald J., (2006)
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Strongly Consistent Determination of the Rank of Matrix
Ratsimalahelo, Zaka, (2003)
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Rank Test Based On Matrix Perturbation Theory
Ratsimalahelo, Zaka, (2001)
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Strongly Consistent Determination of the Rank of Matrix
Ratsimalahelo, Zaka, (2003)
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