Reduced rank regression using GMM

F. Kleibergen

    Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

    Original languageEnglish
    Title of host publicationGeneralised Method of Moments Estimation
    EditorsL. Matyas
    Place of PublicationCambridge
    PublisherCambridge University Press
    ISBN (Print)0521669677
    Publication statusPublished - 1999

    Cite this

    Kleibergen, F. (1999). Reduced rank regression using GMM. In L. Matyas (Ed.), Generalised Method of Moments Estimation (pp. 171-210). Cambridge University Press.