Generalized Reduced Rank Regression
No abstract is available for this item.
|Date of creation:||2002|
|Date of revision:|
|Contact details of provider:|| Postal: Department of Economics, Brown University, Providence, RI 02912|
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250, Stockholm School of Economics, revised 27 Aug 1998.
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- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Larsson, Rolf & Lyhagen, Johan, 1999.
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331, Stockholm School of Economics.
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- Lutkepohl, Helmut & Claessen, Holger, 1997. "Analysis of cointegrated VARMA processes," Journal of Econometrics, Elsevier, vol. 80(2), pages 223-239, October.
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- Velu, Raja P. & Reinsel, Gregory C., 1987. "Reduced rank regression with autoregressive errors," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 317-335, July.
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