Nested Reduced-Rank Autogressive Models for Multiple Time Series

• 1 September 1988
• journal article
• Published by JSTOR in Journal of the American Statistical Association
• Vol. 83  (403) , 849
• https://doi.org/10.2307/2289316

Abstract

Keywords

• NESTED REDUCED
• AUTOGRESSIVE MODELS
• MULTIPLE TIME
• REDUCED RANK AUTOGRESSIVE