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Journal of Business & Economic Statistics Volume 42, 2024 - Issue 3

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Reduced-Rank Envelope Vector Autoregressive Model

S. Yaser Samadia School of Mathematical and Statistical Sciences, Southern Illinois University, Carbondale, ILCorrespondence[email protected]

https://orcid.org/0000-0002-6121-0234

H. M. Wiranthe B. Herathb Department of Information Management and Business Analytics, Drake University, Des Moines, IA

https://orcid.org/0000-0001-9501-3864

Pages 918-932 | Published online: 15 Nov 2023

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https://doi.org/10.1080/07350015.2023.2260862
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Supplementary_JBES-P-2022-0218.R2.pdf

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