Reduced rank regression using generalized method of moments estimators with extensions to structural breaks in cointegration models

FR (Frank) Kleibergen

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages29
EditionEconometric Institute 9722/A
Publication statusPublished - 1997

Publication series

SeriesEconometric Institute
Volume9722/A

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