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for a brief description,

	ssc describe ranktest

for a full description and examples,

	rnethelp "http://fmwww.bc.edu/RePEc/bocode/r/ranktest.hlp";

and to install,

	net install ranktest

References:

Kleibergen, F. and Paap, R.  2006.  Generalized Reduced Rank Tests Using
the Singular Value Decomposition.  Journal of Econometrics, Vol. 133,
pp. 97-126.


Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes

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