IDEAS home Printed from https://ideas.repec.org/p/eei/rpaper/eeri_rp_2001_04.html
   My bibliography  Save this paper

Rank Test Based On Matrix Perturbation Theory

Author

Listed:
  • Zaka Ratsimalahelo

Abstract

In this paper, we propose methods of the determination of the rank of matrix. We consider a rank test for an unobserved matrix for which an estimate exists having normal asymptotic distribution of order N1/2 where N is the sample size. The test statistic is based on the smallest estimated singular values. Using Matrix Perturbation Theory, the smallest singular values of random matrix converge asymptotically to zero in the order O(N-1) and the corresponding left and right singular vectors converge asymptotically in the order O(N-1/2). Moreover, the asymptotic distribution of the test statistic is seen to be chi-squared. The test has advantages over standard tests in being easier to compute. Two approaches are be considered sequential testing strategy and information theoretic criterion. We establish a strongly consistent of the determination of the rank of matrix using both the two approaches. Some economic applications are discussed and simulation evidence is given for this test. Its performance is compared to that of the LDU rank tests of Gill and Lewbel (1992) and Cragg and Donald (1996).

Suggested Citation

  • Zaka Ratsimalahelo, 2001. "Rank Test Based On Matrix Perturbation Theory," EERI Research Paper Series EERI_RP_2001_04, Economics and Econometrics Research Institute (EERI), Brussels.
    • Handle: RePEc:eei:rpaper:eeri_rp_2001_04
    as

    Download full text from publisher

    File URL: http://www.eeri.eu/documents/wp/EERI_RP_2001_04.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Burda, Michael C, 1995. "Migration and the Option Value of Waiting," CEPR Discussion Papers 1229, C.E.P.R. Discussion Papers.
    2. McCall, B P & McCall, J J, 1987. "A Sequential Study of Migration and Job Search," Journal of Labor Economics, University of Chicago Press, vol. 5(4), pages 452-476, October.
    3. Carrington, William J & Detragiache, Enrica & Vishwanath, Tara, 1996. "Migration with Endogenous Moving Costs," American Economic Review, American Economic Association, vol. 86(4), pages 909-930, September.
    4. George J. Borjas, 2021. "Self-Selection and the Earnings of Immigrants," World Scientific Book Chapters, in: Foundational Essays in Immigration Economics, chapter 4, pages 69-91, World Scientific Publishing Co. Pte. Ltd..
    5. George J. Borjas, 1994. "The Economics of Immigration," Journal of Economic Literature, American Economic Association, vol. 32(4), pages 1667-1717, December.
    6. Oded Stark, 1991. "The Migration of Labor," Blackwell Books, Wiley Blackwell, number 1557860300, March.
    7. Bauer, Thomas K. & Zimmermann, Klaus F., 1999. "Assessment of Possible Migration Pressure and its Labour Market Impact Following EU Enlargement to Central and Eastern Europe," IZA Research Reports 3, Institute of Labor Economics (IZA).
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. D’Artis Kancs, 2005. "Can we use NEG models to predict migration flows? An example of CEE accession countries," Migration Letters, Migration Letters, vol. 2(1), pages 32-63, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fidrmuc, Jan, 2001. "Migration and adjustment to shocks in transition economies," ZEI Working Papers B 23-2001, University of Bonn, ZEI - Center for European Integration Studies.
    2. Fidrmuc, Jan, 2004. "Migration and regional adjustment to asymmetric shocks in transition economies," Journal of Comparative Economics, Elsevier, vol. 32(2), pages 230-247, June.
    3. Jan Fidrmuc, 2002. "Migration and Regional Adjustment and Asymmetric Shocks in Transition Economies," William Davidson Institute Working Papers Series 441, William Davidson Institute at the University of Michigan.
    4. Stephen Drinkwater, 2003. "Go West? Assessing the willingness to move from Central and Eastern European Countries," School of Economics Discussion Papers 0503, School of Economics, University of Surrey.
    5. Timothy J. Hatton & Jeffrey G. Williamson, 2002. "What Fundamentals Drive World Migration?," NBER Working Papers 9159, National Bureau of Economic Research, Inc.
    6. Lutz Hendricks, "undated". "Migration and Human Capital," Working Papers 97/6, Arizona State University, Department of Economics.
    7. Anjum Aqeel & Anjum Aqeel, 2015. "Determinants of Migration in Pakistan," EcoMod2015 8588, EcoMod.
    8. Jancewicz, Barbara & Markowski, Stefan, 2019. "Wealth formation by economic agents and their international mobility: towards an eclectic migration decision-support framework," Studia z Polityki Publicznej / Public Policy Studies, Warsaw School of Economics, vol. 6(4), pages 1-28, December.
    9. Fidrmuc, Jan, 2004. "Migration and regional adjustment to asymmetric shocks in transition economies," Journal of Comparative Economics, Elsevier, vol. 32(2), pages 230-247, June.
    10. Thomas Bauer & Mathias Sinning, 2011. "The savings behavior of temporary and permanent migrants in Germany," Journal of Population Economics, Springer;European Society for Population Economics, vol. 24(2), pages 421-449, April.
    11. Marcel Fafchamps & Forhad Shilpi, 2013. "Determinants of the Choice of Migration Destination," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(3), pages 388-409, June.
    12. P. Giannoccolo, 2004. "The Brain Drain. A Survey of the Literature," Working Papers 526, Dipartimento Scienze Economiche, Universita' di Bologna.
    13. Kahanec, Martin & Zaiceva, Anzelika & Zimmermann, Klaus F., 2009. "Lessons from Migration after EU Enlargement," IZA Discussion Papers 4230, Institute of Labor Economics (IZA).
    14. Peter Huber & Klaus Nowotny & Julia Bock-Schappelwein, 2010. "Qualification Structure, Over- and Under-qualification of the Foreign Born in Austria and the EU," WIFO Studies, WIFO, number 41226, August.
    15. repec:zbw:espost:234834 is not listed on IDEAS
    16. Mathias Sinning, 2011. "Determinants of savings and remittances: empirical evidence from immigrants to Germany," Review of Economics of the Household, Springer, vol. 9(1), pages 45-67, March.
    17. Michel Beine & Frédéric Docquier & Çağlar Özden, 2010. "Diaspora Effects in International Migration: Key Questions and Methodological Issues," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(IV), pages 639-659, December.
    18. Chau, Nancy H. & Stark, Oded, 1999. "Human-Capital Formation, Asymmetric Information, and the Dynamics of International Migration," EconStor Open Access Book Chapters, in: The Economics of Globalization: Policy Perspectives from Public Economics, pages 333-370, ZBW - Leibniz Information Centre for Economics.
    19. Boeri, Tito & Brücker, Herbert, 2005. "Migration, Co-ordination Failures and EU Enlargement," IZA Discussion Papers 1600, Institute of Labor Economics (IZA).
    20. Anzelika Zaiceva & Klaus F. Zimmermann, 2008. "Scale, diversity, and determinants of labour migration in Europe," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 24(3), pages 428-452, Autumn.
    21. Martin Kahanec, 2013. "Labor mobility in an enlarged European Union," Chapters, in: Amelie F. Constant & Klaus F. Zimmermann (ed.), International Handbook on the Economics of Migration, chapter 7, pages 137-152, Edward Elgar Publishing.

    More about this item

    Keywords

    Rank Testing Matrix Perturbation Theory Rank Estimation Singular Value Decomposition Sequential Testing Procedure Information Theoretic Criterion;

    JEL classification:

    • 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

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eei:rpaper:eeri_rp_2001_04. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Julia van Hove (email available below). General contact details of provider: https://edirc.repec.org/data/eeriibe.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.