Testing the rank of the Hankel matrix: a statistical approach

Author (Corporate)
Series Title
Series Details No.45, March 2001
Publication Date 01/03/2001
Content Type

The authors are Gonzalo Camba-Mendez and George Kapetanios.

Source Link Link to Main Source http://www.ecb.int/pub/pdf/scpwps/ecbwp045.pdf
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