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Generalized reduced rank tests using the singular value decomposition

Frank R. Kleibergen, Richard Paap

📖 Journal of Econometrics → 📅 2005-05-05 🔗 DOI: 10.1016/j.jeconom.2005.02.011

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ℹ️ Publication Details

Journal: Journal of Econometrics
Published: 2005-05-05
DOI: 10.1016/j.jeconom.2005.02.011
OpenAlex: W3022774728
Access: Via publisher

📋 Cite This Paper

Frank R. Kleibergen, Richard Paap (2005). Generalized reduced rank tests using the singular value decomposition. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2005.02.011

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