Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example
Year of publication: |
2004-05
|
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Authors: | Gilbert, Scott ; Zemcik, Petr |
Institutions: | Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) |
Subject: | Conditional median | Conditional standard deviation | Multivariate coefficient matrix | Reduced-rank estimation test | Asymptotic theory |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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