Generalized reduced rank tests using the singular value decomposition

2005/05/05 by Frank Kleibergen, Richard Paap · 19 citations
Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Mathematical Inequalities and Applications #Spatial and Panel Data Analysis

paper · doi:10.1016/j.jeconom.2005.02.011

openalex publication_date 2005/05/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30

Citations

• Large Sample Properties of Generalized Method of Moments Estimators
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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