Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Year of publication: |
2009
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Authors: | Camba-Méndez, Gonzalo ; Kapetanios, George |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 6, p. 581-611
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Subject: | Ökonometrisches Modell | Econometric model | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Ranking-Verfahren | Ranking method | Schätztheorie | Estimation theory | Theorie | Theory |
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