Reduced rank regression in cointegrated models. (Q1858914): Difference between revisions

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+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
+Normal rank
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+Asymptotic distribution of the reduced rank regression estimator under general conditions
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of canonical correlations and variates in cointegrated models
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models
+Normal rank
@@ Property / cites work @@
+Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Some tests for parameter constancy in cointegrated VAR‐models
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(01)00095-1
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+W2021657818
@@ Property / OpenAlex ID: W2021657818 / rank @@
+Normal rank