The relation of the CCA subspace method to a balanced reduction of an autoregressive model
| Year of publication: |
2004
|
|---|---|
| Authors: | Dahlen, Anders ; Scherrer, Wolfgang |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 118.2004, 1-2, p. 293-312
|
| Publisher: |
Elsevier |