Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination
Year of publication: |
2004
|
---|---|
Authors: | Wang, Zijun ; Bessler, David A. |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 4, p. 683-695
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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