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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

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

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

Estimating the robustness of composite CBA and MCA assessments by variation of criteria importance order

Jensen, Anders Vestergaard; Barfod, Michael Bruhn; … - In: New state of MCDM in the 21st century : selected papers …, (pp. 59-67). 2011

Persistent link: https://www.econbiz.de/10009161448

Estimation of a linear model under microaggregation by individual ranking

Schmid, Matthias (contributor) - 2005

Microaggregation by individual ranking is one of the most commonly applied disclosure control techniques for continuous microdata. The paper studies the effect of microaggregation by individual ranking on the least squares estimation of a multiple linear regression model in continuous variables....