Tests of rank in reduced rank regression models
Year of publication: |
2003
|
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Authors: | Camba-Méndez, Gonzalo ; Kapetanios, George ; Smith, Richard J. ; Weale, Martin |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 21.2003, 1, p. 145-155
|
Subject: | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
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