Pages that link to "Item:Q3753346"

The following pages link to Reduced rank models for multiple time series (Q3753346):

Displaying 41 items.

• Making a match: combining theory and evidence in policy-oriented macroeconomic modeling (Q278274) (← links)
• Structural analysis with multivariate autoregressive index models (Q281034) (← links)
• Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
• VARs, common factors and the empirical validation of equilibrium business cycle models (Q291642) (← links)
• 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)
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← 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)
• Extracting a low-dimensional predictable time series (Q2147946) (← 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)
• Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← 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)
• Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
• On the reduced-rank model with leading index (Q5193320) (← links)
• Model selection criteria for reduced rank multivariate time series: a simulation study (Q5219443) (← links)
• A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)
• A state-space approach to time-varying reduced-rank regression (Q5867576) (← links)
• High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
• On non-contemporaneous short-run co-movements (Q5958419) (← links)