articleTop 1% cited
Generalized reduced rank tests using the singular value decomposition
Journal of Econometrics · 2005 · Vol. 133(1) · pp. 97–126
Frank Kleibergen✉(Brown University)Richard Paap(Erasmus University Rotterdam)
Advanced Statistical Methods and ModelsSpatial and Panel Data AnalysisMathematical Inequalities and ApplicationsMathematicsStatisticTest statisticStatisticsRank (graph theory)EconometricsApplied mathematicsStatistical hypothesis testingCombinatorics
Funding
- Nederlandse Organisatie voor Wetenschappelijk Onderzoek
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References
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The Conditional CAPM and the Cross‐Section of Expected Returns
The Journal of Finance · 1996 · 2,487 citations
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