{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,6]],"date-time":"2026-10-06T08:45:09Z","timestamp":1791276309435,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2000,4,1]],"date-time":"2000-04-01T00:00:00Z","timestamp":954547200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,4]]},"abstract":"<jats:p>\n                    This paper considers tests for the rank of a matrix \nfor which a root-\n                    <jats:italic>T<\/jats:italic>\n                    consistent estimator is available. \nHowever, in contrast to tests associated with the minimum \nchi-square and asymptotic least squares principles, the \nestimator's asymptotic variance matrix is not required \nto be either full or of known rank. Test statistics based \non certain estimated characteristic roots are proposed \nwhose limiting distributions are a weighted sum of independent \nchi-squared variables. These weights may be simply estimated, \nyielding convenient estimators for the limiting distributions \nof the proposed statistics. A sequential testing procedure \nis presented that yields a consistent estimator for the \nrank of a matrix. A simulation experiment is conducted \ncomparing the characteristic root statistics advocated \nin this paper with statistics based on the Wald and asymptotic \nleast squares principles.\n                  <\/jats:p>","DOI":"10.1017\/s0266466600162012","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"151-175","source":"Crossref","is-referenced-by-count":121,"title":["TESTS OF RANK"],"prefix":"10.1017","volume":"16","author":[{"given":"Jean-Marc","family":"Robin","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Richard J.","family":"Smith","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,4,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600162012","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,2]],"date-time":"2019-04-02T15:23:50Z","timestamp":1554218630000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600162012\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2000,4]]}},"alternative-id":["S0266466600162012"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600162012","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,4]]}}}