A common framework for estimating multivariate autoregressive index models (Q1361519)
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scientific article; zbMATH DE number 1039173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A common framework for estimating multivariate autoregressive index models |
scientific article; zbMATH DE number 1039173 |
Statements
A common framework for estimating multivariate autoregressive index models (English)
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25 August 1997
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vector autoregressive models
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index models
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reduced rank regression
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latent variable models
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