Tests of Rank in Reduced Rank Regression Models

Journal of Business and Economic Statistics 2003 / 04 Vol. 21; Iss. 1

Tests of Rank in Reduced Rank Regression Models

Gonzalo Camba-Mendez, George Kapetanios, Richard J. Smith and Martin R. Weale
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Volume:
21
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392359
Date:
April, 2003
File:
PDF, 382 KB
english, 2003
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