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Multivariate Reduced-Rank Regression: Theory and Applications, Vol. 136 Book

Multivariate Reduced-Rank Regression: Theory and Applications, Vol. 136
Multivariate Reduced-Rank Regression: Theory and Applications, Vol. 136, , Multivariate Reduced-Rank Regression: Theory and Applications, Vol. 136 has a rating of 3 stars
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Multivariate Reduced-Rank Regression: Theory and Applications, Vol. 136, , Multivariate Reduced-Rank Regression: Theory and Applications, Vol. 136
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  • Multivariate Reduced-Rank Regression: Theory and Applications, Vol. 136
  • Written by author Gregory C. Reinsel
  • Published by Springer-Verlag New York, LLC, September 1998
  • This book provides an account of the theory and applications of multivariate reduced-rank regression, a tool of multivariate analysis that recently has come into increased use in broad areas of applications. In addition to a historical review of the topic
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Book Categories

Authors

1Multivariate Linear Regression1
2Reduced-Rank Regression Model15
3Reduced-Rank Regression Models With Two Sets of Regressors57
4Reduced-Rank Regression Model With Autoregressive Errors93
5Multiple Time Series Modeling With Reduced Ranks113
6The Growth Curve Model and Reduced-Rank Regression Methods155
7Seemingly Unrelated Regressions Models With Reduced Ranks189
8Applications of Reduced-Rank Regression in Financial Economics213
9Alternate Procedures for Analysis of Multivariate Regression Models225
Appendix232
References235
Subject Index251
Author Index255


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