Multivariate Reduced-Rank Regression
Multivariate Reduced-Rank Regression: Theory, Methods and Applications
English | 2022 | ISBN: 1071627910 | 450 Pages | PDF EPUB (True) | 27 MB
English | 2022 | ISBN: 1071627910 | 450 Pages | PDF EPUB (True) | 27 MB
1. Multivariate Linear Regression.- 2. Reduced-Rank Regression Model.- 3. Reduced-Rank Regression Models with Two Sets of Regressors.- 4. Reduced-Rank Regression Model with Autoregressive Errors.- 5. Multiple Time Series Modeling with Reduced Ranks.- 6. The Growth Curve Model and Reduced-Rank Regression Methods.- 7. Seemingly Unrelated Regression Models with Reduced Ranks.- 8. Applications of Reduced-Rank Regression in Financial Economics.- 9. High-Dimensional Reduced-Rank Regression.- 10. Generalized Reduced-Rank Regression with Complex Data.- 11. Sparse and Low-Rank Regression. 12. Alternate Procedures for Analysis of Multivariate Regression Models.