Generalized reduced rank tests using the singular value decomposition.

Research output: Contribution to journalArticleAcademicpeer-review

1646 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)97-126
Number of pages30
JournalJournal of Econometrics
Volume133
Issue number1
DOIs
Publication statusPublished - 2006

Research programs

  • EUR ESE 31

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