Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/62837
Authors: 
Camba-Mendez, Gonzalo
Kapetanios, George
Year of Publication: 
2005
Series/Report no.: 
Working Paper, Department of Economics, Queen Mary, University of London 541
Abstract: 
Testing the rank of a matrix of estimated parameters is key in a large variety of econometric modelling scenarios. This paper describes general methods to test for the rank of a matrix, and provides details on a variety of modelling scenarios in the econometrics literature where these tests are required.
Subjects: 
Multiple time series, Model specification, Tests of rank
JEL: 
C12
C15
C32
Document Type: 
Working Paper

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