Improved inference on the rank of a matrix
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Abstract
Suggested Citation
DOI: 10.3982/QE1139
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Citations
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Cited by:
- Qihui Chen & Nikolai Roussanov & Xiaoliang Wang, 2021.
"Semiparametric Conditional Factor Models: Estimation and Inference,"
Papers
2112.07121, arXiv.org, revised Sep 2023.
- Qihui Chen & Nikolai Roussanov & Xiaoliang Wang, 2023. "Semiparametric Conditional Factor Models: Estimation and Inference," NBER Working Papers 31817, National Bureau of Economic Research, Inc.
- Hongyi Jiang & Zhenting Sun & Shiyun Hu, 2023. "A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance," Papers 2306.12271, arXiv.org, revised Jul 2023.
- Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
- Zheng Fang & Juwon Seo, 2021. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Econometrica, Econometric Society, vol. 89(5), pages 2439-2458, September.
- Levon Barseghyan & Francesca Molinari, 2023.
"Risk Preference Types, Limited Consideration, and Welfare,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1011-1029, October.
- Levon Barseghyan & Francesca Molinari, 2023. "Risk Preference Types, Limited Consideration, and Welfare," Papers 2307.09411, arXiv.org.
- Chen, Qihui, 2021. "Robust and optimal estimation for partially linear instrumental variables models with partial identification," Journal of Econometrics, Elsevier, vol. 221(2), pages 368-380.
- Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
- Windmeijer, Frank, 2024. "Testing underidentification in linear models, with applications to dynamic panel and asset pricing models," Journal of Econometrics, Elsevier, vol. 240(2).
- Lazar, Emese & Wang, Shixuan & Xue, Xiaohan, 2023. "Loss function-based change point detection in risk measures," European Journal of Operational Research, Elsevier, vol. 310(1), pages 415-431.
- Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
- Cizek, Pavel & Sadikoglu, Serhan, 2022.
"Nonseparable Panel Models with Index Structure and Correlated Random Effects,"
Other publications TiSEM
7899deb9-0eda-47e6-a3b8-2, Tilburg University, School of Economics and Management.
- Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
- Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023.
"A test for Kronecker Product Structure covariance matrix,"
Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020. "A Test for Kronecker Product Structure Covariance Matrix," Papers 2010.10961, arXiv.org, revised Jan 2022.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022. "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers 962, University of Oxford, Department of Economics.
- Qihui Chen & Zheng Fang & Xun Huang, 2021. "Implementing an Improved Test of Matrix Rank in Stata," Papers 2108.00511, arXiv.org.
- Yoon, Jangsu, 2024. "Identification and estimation of sequential games of incomplete information with multiple equilibria," Journal of Econometrics, Elsevier, vol. 238(2).
- Brendan K. Beare & Jackson D. Clarke, 2022. "Modified Wilcoxon-Mann-Whitney tests of stochastic dominance," Papers 2210.08892, arXiv.org.
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