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Generalized reduced rank tests using the singular value decomposition

20052,641 citationsJournal Article

Authors

Frank Kleibergen · Brown University

Richard Paap · Erasmus University Rotterdam

Topics & Keywords

Advanced Statistical Methods and Models Spatial and Panel Data Analysis Mathematical Inequalities and Applications

Publication Details

Published in: Journal of Econometrics

Volume 133, Issue 1, pp. 97-126

DOI: 10.1016/j.jeconom.2005.02.011

Field-Weighted Citation Impact: 12.31

Generalized reduced rank tests using the singular value decomposition | Researchclopedia