Reduced rank regression using GMM
Year of publication: |
1999
|
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Authors: | Kleibergen, Frank |
Published in: |
Generalized method of moments estimation. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-66013-6. - 1999, p. 171-210
|
Subject: | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Theorie | Theory | Momentenmethode | Method of moments |
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