Nested Reduced-Rank Autogressive Models for Multiple Time Series

An Introduction to Multivariate Statistical Analysis

1986 • 9,529 citations

Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

1951 • 837 citations

Vector linear time series models

1976 • 276 citations

Reduced rank models for multiple time series

1986 • 172 citations

Use of canonical analysis in time series model identification

1985 • 117 citations

Vector linear time series models: corrections and extensions

1978 • 92 citations

Some results on multivariate autoregressive index models

1983 • 83 citations

IDENTIFYING MULTIVARIATE TIME SERIES MODELS

1982 • 49 citations

Discounted polynomials for multiple time series model building

1982 • 5 citations