Forecasting performance of multivariate time series models with full and reduced rank : an empirical examination
Year of publication: |
2004
|
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Authors: | Wang, Zijun ; Bessler, David A. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 4, p. 683-695
|
Subject: | Zeitreihenanalyse | Time series analysis | Multiple Regression | Multiple regression |
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