Partially linear reduced-rank regression


Grant Data
Project Title
Partially linear reduced-rank regression
Principal Investigator
Professor Tong, Howell   (Principal investigator)
Co-Investigator(s)
Professor Chan Kung-Sik   (Co-Investigator)
Duration
36
Start Date
2002-10-01
Completion Date
2005-09-30
Amount
580000
Conference Title
Presentation Title
Keywords
statistics, linear reduced-rank regression
Discipline
Others - Administrative, Business and Social Studies (Obsolete)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 7111/02P
Grant Type
General Research Fund (GRF)
Funding Year
2002/2003
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.