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On model reduction and multiperiod ahead prediction in vector autoregressive models
Otter, Pieter W., (1995)
Canonical correlation in multivariate time series analysis with an application to one-year-ahead and multiyear-ahead macroeconomic forecasting
Otter, Pieter W., (1990)
On Wiener-Granger causality, information and canonical correlation
Otter, Pieter W., (1991)