Vector Autoregressive Models with Reduced Rank Structure, Estimation.Likelihoods Ratio Test, and Forecasting

Authors
G. C. Reinsel S. K. Ahn
Citation
G. C. Reinsel et S. K. Ahn, Vector Autoregressive Models with Reduced Rank Structure, Estimation.Likelihoods Ratio Test, and Forecasting, Journal of time series analysis, 13(04), 1992, pp. 353
Journal title
Journal of time series analysis → ACNP
ISSN journal
01439782
Volume
13
Issue
04
Year of publication
1992
Database
ICR
SICI code
0143-9782(1992)13:04<353:VAMWRR>2.0.ZU;2-C