Tests of Rank in Reduced Rank Regression Models

Journal of Business and Economic Statistics 2003 / 01 Vol. 21; Iss. 1

Tests of Rank in Reduced Rank Regression Models

Camba-Mendez, Gonzalo, Kapetanios, George, Smith, Richard J, Weale, Martin R
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Volume:
21
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/073500102288618847
Date:
January, 2003
File:
PDF, 267 KB
english, 2003
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