Pages that link to "Item:Q1858914"
From MaRDI portal
The following pages link to Reduced rank regression in cointegrated models. (Q1858914):
Displaying 4 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)
- Stability Approach to Regularization Selection for Reduced-Rank Regression (Q6180727) (← links)