A state-space approach to time-varying reduced-rank regression
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Publication:5867576
DOI10.1080/07474938.2022.2073743OpenAlexW4281639818MaRDI QIDQ5867576FDOQ5867576
Efstathia Bura, Barbara Brune, Wolfgang Scherrer
Publication date: 14 September 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2022.2073743
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