Rank Test Based On Matrix Perturbation Theory
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- 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.
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More about this item
KeywordsRank Testing; Matrix Perturbation Theory; Rank Estimation; Singular Value Decomposition; Sequential Testing Procedure; Information Theoretic Criterion.;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2003-07-07 (Econometrics)
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