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for a brief description,
ssc describe ranktest
for a full description and examples,
rnethelp "http://fmwww.bc.edu/RePEc/bocode/r/ranktest.hlp"
and to install,
net install ranktest
References:
Kleibergen, F. and Paap, R. 2006. Generalized Reduced Rank Tests Using
the Singular Value Decomposition. Journal of Econometrics, Vol. 133,
pp. 97-126.
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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