A common framework for estimating multivariate autoregressive index models (Q1361519)
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scientific article; zbMATH DE number 1039173
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| English | A common framework for estimating multivariate autoregressive index models |
scientific article; zbMATH DE number 1039173 |
Statements
A common framework for estimating multivariate autoregressive index models (English)
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25 August 1997
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vector autoregressive models
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index models
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reduced rank regression
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latent variable models
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0.8011126518249512
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0.7636252045631409
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0.7506023645401001
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0.7477562427520752
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0.7449019551277161
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