Tests of Rank in Reduced Rank Regression Models
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- Majid M. Al-Sadoon, 2015. "Testing subspace Granger causality," Economics Working Papers 1495, Department of Economics and Business, Universitat Pompeu Fabra.
- Gianluca Cubadda, 2007.
"A Reduced Rank Regression Approach to Coincident and Leading Indexes Building,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 69(2), pages 271-292, April.
- Cubadda, Gianluca, 2004. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp04022, University of Molise, Dept. EGSeI.
- Majid M. Al-Sadoon, 2014. "A general theory of rank testing," Economics Working Papers 1411, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2015.
- Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2016.
"Structural analysis with Multivariate Autoregressive Index models,"
Journal of Econometrics,
Elsevier, vol. 192(2), pages 332-348.
- Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2015. "Structural Analysis with Multivariate Autoregressive Index Models," CEPR Discussion Papers 10801, C.E.P.R. Discussion Papers.
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2011.
"Forecasting large datasets with Bayesian reduced rank multivariate models,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 26(5), pages 735-761, August.
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers ECO2009/31, European University Institute.
- Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers 7446, C.E.P.R. Discussion Papers.
- Luo, Ruiyan & Qi, Xin, 2017. "Signal extraction approach for sparse multivariate response regression," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 83-97.
- Donald, Stephen G. & Fortuna, Nat rcia & Pipiras, Vladas, 2007.
"On Rank Estimation In Symmetric Matrices: The Case Of Indefinite Matrix Estimators,"
Cambridge University Press, vol. 23(06), pages 1217-1232, December.
- Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005. "On rank estimation in symmetric matrices: the case of indefinite matrix estimators," FEP Working Papers 167, Universidade do Porto, Faculdade de Economia do Porto.
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007. "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers 617, Queen Mary University of London, School of Economics and Finance.
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