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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank; Paap, Richard - 2003
statistic of Robin and Smith [Econometric Theory (2000), 16, 151–175] usage of numerical optimization for the objective function … singular values in Ratsimalahelo [2002, Rank test based on matrix perturbation theory. Unpublished working paper, U ….F.R. Science Economique, University de Franche-Comté]. In the non-stationary cointegration case, the limiting distribution of the …
Persistent link: https://www.econbiz.de/10011332818
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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank; Paap, Richard - In: Journal of econometrics 133 (2006) 1, pp. 97-126
Persistent link: https://www.econbiz.de/10003354557
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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank; Paap, Richard - 2003
Persistent link: https://www.econbiz.de/10001726809
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Generalized Reduced Rank Tests Using the Singular Value Decomposition
Kleibergen, Frank R.; Paap, Richard - 2003
rank statistic. In the non-stationary cointegration case, the limiting distribution of the rank statistic is identical to …
Persistent link: https://www.econbiz.de/10014090630
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Estimation of expression indexes for oligonucleotide arrays using the singular value decomposition
Hu, Jianhua; Wright, Fred A.; Zou, Fei - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 41-50
Persistent link: https://www.econbiz.de/10003309105
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Cautious label ranking with label-wise decomposition
Destrercke, Sébastien; Masson, Marie-Hélène; Poss, … - In: European journal of operational research : EJOR 246 (2015) 3, pp. 927-935
Persistent link: https://www.econbiz.de/10011344378
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Ranking by weighted sum
Mitra, Tapan; Ozbek, Kemal - In: Economic theory 72 (2021) 2, pp. 511-532
Persistent link: https://www.econbiz.de/10012621790
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A head-count measure of rank mobility and its directional decomposition
Bossert, Walter; Can, Burak; D'Ambrosio, Conchita - 2017 - This version: December 19, 2016
Persistent link: https://www.econbiz.de/10011646633
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A head-count measure of rank mobility and its directional decomposition
Bossert, Walter; Can, Burak; D'Ambrosio, Conchita - In: Economica 85 (2018) 340, pp. 793-807
Persistent link: https://www.econbiz.de/10011952438
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Density forecast of financial returns using decomposition and maximum entropy
Lee, Tae-hwy; Wang, He; Xi, Zhou; Zhang, Ru - In: Journal of econometric methods 12 (2023) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10013554704