Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination
| Year of publication: |
2004
|
|---|---|
| Authors: | Wang, Zijun ; Bessler, David A. |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 4, p. 683-695
|
| Publisher: |
Elsevier |