Partially linear reduced-rank regression
Grant Data
Project Title
Partially linear reduced-rank regression
Principal Investigator
Professor Tong, Howell
(Principal Investigator (PI))
Co-Investigator(s)
Professor Chan Kung-Sik
(Co-Investigator)
Duration
36
Start Date
2002-10-01
Amount
580000
Conference Title
Partially linear reduced-rank regression
Presentation Title
Keywords
linear reduced-rank regression, statistics
Discipline
Others - Administrative, Business and Social Studies (Obsolete)
HKU Project Code
HKU 7111/02P
Grant Type
General Research Fund (GRF)
Funding Year
2002
Status
Completed
Objectives
The project is to develop statistical tools and study their large-sample properties needed for implementing this new semiparametric approach to practical and innovative data analysis. The project will hopefully result in the development of a set of statistical tools useful for studying the functional form of the regression function, and a framework for studying common structure and nonlinear co-integration in the context of time series analysis.