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Reduced-Rank Envelope Vector Autoregressive Model:
Samadi, S. Yaser
;
Herath, H. M. Wiranthe B.
Journal of Business & Economic Statistics. 42 (2023) 3 - p. 918-932 , 2023
Link:
https://doi.org/10.1080/07350015.2023.2260862
RT Journal T1 <Title>Reduced-Rank Envelope Vector Autoregressive Model</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_07350015.2023.2260862&Exemplar=1&LAN=DE A1 Samadi, S. Yaser A1 Herath, H. M. Wiranthe B. PB Informa UK Limited YR 2023 SN 0735-0015 SN 1537-2707 JF Journal of Business & Economic Statistics VO 42 IS 3 SP 918 OP 932 LK http://dx.doi.org/https://doi.org/10.1080/07350015.2023.2260862 DO https://doi.org/10.1080/07350015.2023.2260862 SF ELIB - SuUB Bremen
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