Forecasting performance of multivariate time series models with full and reduced rank : an empirical examination
Zijun Wang; David A. Bessler
| Year of publication: |
2004
|
|---|---|
| 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 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002434371