# Johansen’s Reduced Rank Estimator Is GMM

## Abstract

**:**

## 1. Introduction

## 2. Reduced-Rank Regression Models

## 3. Generalized Method of Moments

**Theorem**

**1.**

**Theorem**

**2.**

**Theorem**

**3.**

## 4. Derivation of the GMM Estimator

## 5. Extrema of Quadratic Forms

**Lemma**

**1.**

**Proof.**

**Lemma**

**2.**

**Proof.**

## Acknowledgments

## Conflicts of Interest

## References

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**MDPI and ACS Style**

Hansen, B.E.
Johansen’s Reduced Rank Estimator Is GMM. *Econometrics* **2018**, *6*, 26.
https://doi.org/10.3390/econometrics6020026

**AMA Style**

Hansen BE.
Johansen’s Reduced Rank Estimator Is GMM. *Econometrics*. 2018; 6(2):26.
https://doi.org/10.3390/econometrics6020026

**Chicago/Turabian Style**

Hansen, Bruce E.
2018. "Johansen’s Reduced Rank Estimator Is GMM" *Econometrics* 6, no. 2: 26.
https://doi.org/10.3390/econometrics6020026