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
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+The asymptotic distribution of canonical correlations and variates in cointegrated models
+Normal rank
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+The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models
+Normal rank
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+Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
+Normal rank
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+Q5560061
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+Normal rank
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+Some tests for parameter constancy in cointegrated VAR‐models
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
+Normal rank