Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination
2004 ◽
Vol 20
(4)
◽
pp. 683-695
◽
1982 ◽
Vol 3
(3)
◽
pp. 153-164
◽
1990 ◽
Vol 13
(1)
◽
pp. 35-43
◽
Keyword(s):
Forecasting Performance Comparison by Using Power Transformation between VAR and Bayesian VAR Models
2014 ◽
Vol 529
◽
pp. 621-624
Keyword(s):
1973 ◽
Vol 35
(1)
◽
pp. 76-85
◽