Tests of rank in reduced rank regression models

Journal of Business and Economic Statistics

Volumn 21, Issue 1, 2003, Pages 145-155

  Camba Mendez, Gonzalo ^a,b   Kapetanios, George ^c   Smith, Richard J ^d   Weale, Martin R ^b  

^a EUROPEAN CENTRAL BANK   (Germany)

^b NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL RESEARCH   (United Kingdom)

^c QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^d UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Bootstrap; Monte Carlo; Tests of Rank

Indexed keywords

EID: 0037243835     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102288618847     Document Type: Article

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