Camba-Mendez, Gonzalo; Kapetanios, George - In: Econometric Reviews 28 (2009) 6, pp. 581-611
Testing and estimating the rank of a matrix of estimated parameters is key in a large variety of econometric modelling scenarios. This article describes general methods to test for and estimate the rank of a matrix, and provides details on a variety of modelling scenarios in the econometrics...