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Applications of Reduced-Rank Regression in Financial Econom..:

, In: Multivariate Reduced-Rank Regression; Lecture Notes in Statistics,
Reinsel, Gregory C. ; Velu, Raja P. ; Chen, Kun - p. 239-257 , 2022
Link: https://doi.org/10.1007/978-1-0716-2793-8_8