The relation of the CCA subspace method to a balanced reduction of an autoregressive model
Anders Dahlén; Wolfgang Scherrer
| Year of publication: |
2004
|
|---|---|
| Authors: | Dahlén, Anders ; Scherrer, Wolfgang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 118.2004, 1/2, p. 293-312
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| Subject: | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001823137