Pages that link to "Item:Q3753346"
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The following pages link to Reduced rank models for multiple time series (Q3753346):
Displayed 29 items.
- Reduced rank regression with autoregressive errors (Q579823) (← links)
- A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (Q583758) (← links)
- Reduced-rank regression: a useful determinant identity (Q928904) (← links)
- Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
- Seemingly unrelated reduced-rank regression model (Q928919) (← links)
- Statistical analysis of cointegration vectors (Q1104685) (← links)
- Does seasonal adjustment induce common cycles? (Q1128923) (← links)
- Forecasting international growth rates with leading indicators: A system- theoretic approach (Q1202455) (← links)
- A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
- Five alternative methods of estimating long-run equilibrium relationships (Q1318994) (← links)
- A common framework for estimating multivariate autoregressive index models (Q1361519) (← links)
- Rank estimation in reduced-rank regression (Q1414609) (← links)
- Asymptotic distribution of the reduced rank regression estimator under general conditions (Q1568263) (← links)
- Canonical correlation analysis and reduced rank regression in autoregressive models (Q1848968) (← links)
- The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (Q1858956) (← links)
- Bayesian analysis of reduced rank regression (Q1919726) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Moment-based dimension reduction for multivariate response regression (Q2499104) (← links)
- Geometric and long run aspects of Granger causality (Q2512622) (← links)
- Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model (Q3006276) (← links)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- Model reduction via the internally balanced state space representation (Q3350588) (← links)
- Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality (Q3499062) (← links)
- A Semiparametric Approach to Canonical Analysis (Q3631458) (← links)
- (Q4212965) (← links)
- Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model (Q4720612) (← links)
- A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)
- On non-contemporaneous short-run co-movements (Q5958419) (← links)