Forecasting time series using principal component analysis with respect to instrumental variables
| Year of publication: |
2008
|
|---|---|
| Authors: | Cornillon, P.-A. ; Imam, W. ; Matzner-Lober, E. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 52.2008, 3, p. 1269-1280
|
| Publisher: |
Elsevier |