On the asymptotic properties of ldu-based tests of the rank of a matrix

Journal of the American Statistical Association

Volumn 91, Issue 435, 1996, Pages 1301-1309

  Cragg, John G ^a   Donald, Stephen G ^b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b USA   (United States)

Author keywords

Estimated matrices; Gaussian elimination; Minimum X2

Indexed keywords

EID: 0030335971     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1996.10476999     Document Type: Article

References (9)

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3. Cragg, J. G., and Donald, S. G. (1992), “Inferring the Rank of a Matrix,” Discussion Paper 91-92-17, University of Florida, Dept, of Economics.
4. Cragg, J. G., and Donald, S. G. (1993), "Testing Identifiability and Specification in Instrumental Variable Models,” Econometric Theory, 9, 222-240.
5. Gill, L., and Lewbel, A. (1992), ‘Testing the Rank and Definiteness of Estimated Matrices With Applications to Factor, State-Spacc, and ARMA Models,” Journal of the American Statistical Association, 87, 766-776.
6. Golub, G. H., and van Loan, C. F. (1983), Matrix Computations, Baltimore: The Johns Hopkins University Press.
7. Lewbel, A. (1991), "The Rank of Demand Systems: Theory and Nonpara- raetric Estimation,” Econometrica, 59, 711-729.
8. Schott, J. R. (1984), “Optimal Bounds for the Distributions of Some Test Criteria for Tests of Dimensionality,” Biometrika, 71, 561-567.
9. White, H. (1980), “A Heteroskedasticity Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity,” Econometrica, 48, 817-838.