articleJournal of EconometricsMay 5, 2005Closed access

Generalized reduced rank tests using the singular value decomposition

FKFrank KleibergenRPRichard Paap

Brown University · Erasmus University Rotterdam

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Topics
Keywords
  • Mathematics
  • Statistic
  • Test statistic
  • Statistics
  • Rank (graph theory)
  • Econometrics
  • Applied mathematics
  • Statistical hypothesis testing
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