Pages that link to "Item:Q1858914"

The following pages link to Reduced rank regression in cointegrated models. (Q1858914):

Displaying 3 items.

• Reduced-rank regression: a useful determinant identity (Q928904) (← links)
• AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876) (← links)
• On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)