Pages that link to "Item:Q1848968"
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The following pages link to Canonical correlation analysis and reduced rank regression in autoregressive models (Q1848968):
Displaying 20 items.
- Reduced rank regression with autoregressive errors (Q579823) (← links)
- Reduced-rank regression: a useful determinant identity (Q928904) (← links)
- Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
- A unifying framework for analysing common cyclical features in cointegrated time series (Q1020892) (← links)
- Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection (Q1046261) (← links)
- Asymptotic theory for canonical correlation analysis (Q1301588) (← links)
- The relation of the CCA subspace method to a balanced reduction of an autoregressive model. (Q1421323) (← links)
- Asymptotic distribution of the reduced rank regression estimator under general conditions (Q1568263) (← links)
- On estimation in some reduced rank extended growth curve models (Q1702431) (← links)
- Reduced rank regression in cointegrated models. (Q1858914) (← links)
- Canonical correlation and reduction of multiple time series (Q1895419) (← links)
- Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models (Q2405929) (← links)
- Efficient estimation of reduced-rank partial envelope model in multivariate linear regression (Q3385483) (← links)
- A Semiparametric Approach to Canonical Analysis (Q3631458) (← links)
- (Q4637041) (← links)
- Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model (Q4720612) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
- Model selection criteria for reduced rank multivariate time series: a simulation study (Q5219443) (← links)
- Generalized Covariance Estimator (Q6190741) (← links)
- Reduced-Rank Envelope Vector Autoregressive Model (Q6626259) (← links)
