Testing the rank of the Hankel matrix
Subtitle: a statistical approach
By: by Gonzalo Camba-Mendez and George Kapetanios
Series: Working paper series / European Central Bank -- Working paper no. 45; Working paper series (European Central Bank) -- Working paper no. 45
Publisher: European Central Bank
Published: 2001
Place of publication: Frankfurt am Main
Language: eng
Number of pages: 25
Subjects: Hankel operators; Ranking and selection (Statistics); Monte Carlo method
Notes: "March 2001."

Includes bibliographical references (p. 16-17).

Also available from the World Wide Web site (www.ecb.int).