Reduced Rank Models for Multiple Time Series

Reduced rank models for multiple time series RAJA P. VELU, RAJA P. VELU Department of Marketing, University of WisconsinWhitewater, Wisconsin 53190, U.S.A. Search for other works by this author on: Oxford Academic Google Scholar GREGORY C. REINSEL, GREGORY C. REINSEL Department of Statistics, University of WisconsinMadison, Wisconsin 53706, U.S.A. Search for other works by this author on: Oxford Academic Google Scholar DEAN W. WICHERN DEAN W. WICHERN Department of Business Analysis, Texas A&M UniversityCollege Station, Texas 77843, U.S.A. Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 73, Issue 1, April 1986, Pages 105–118, https://doi.org/10.1093/biomet/73.1.105 Published: 01 April 1986 Article history Received: 01 January 1986 Published: 01 April 1986 Revision received: 01 July 1986