The relation of the CCA subspace method to a balanced reduction of an autoregressive model
| Year of publication: |
2004
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|---|---|
| Authors: | Dahlén, Anders ; Scherrer, Wolfgang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 118.2004, 1-2, p. 293-312
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