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On several criteria for estimating the rank of a matrix
Cragg, John G.; Donald, Stephen G. - 1993
Persistent link: https://www.econbiz.de/10000881710
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Test of rank
Robin, Jean-Marc; Smith, Richard J. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000560166
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo (contributor);  … - 2008
Testing and estimating the rank of a matrix of estimated parameters is key in a large variety of econometric modelling scenarios. This paper 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...
Persistent link: https://www.econbiz.de/10003636063
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Detection of switching cointegration rank allowing for switching lag structure : an application to money-demand function
Fukuda, Kosei - In: Applied economics 40 (2008) 10/12, pp. 1571-1582
Persistent link: https://www.econbiz.de/10003743032
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Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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The effect of microaggregation by individual ranking on the estimation of moments
Schmid, Matthias; Schneeweiß, Hans - In: Journal of econometrics 153 (2009) 2, pp. 174-182
Persistent link: https://www.econbiz.de/10003920296
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On rank estimation in symmetric matrices : the case of indefinite matrix estimators
Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas - In: Econometric theory 23 (2007) 6, pp. 1217-1232
Persistent link: https://www.econbiz.de/10003591865
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Generalized R-estimators under conditional heteroscedasticity
Mukherjee, Kanchan - In: Journal of econometrics 141 (2007) 2, pp. 383-415
Persistent link: https://www.econbiz.de/10003571300
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Determining the cointegrating rank in nonstationary frational system by the exact local Whittle approach
Nielsen, Morten Ørregaard; Shimotsu, Katsumi - In: Journal of econometrics 141 (2007) 2, pp. 574-596
Persistent link: https://www.econbiz.de/10003571326