A principal component approach to dynamic regression models

  1. Del Moral, M.J.
  2. Valderrama, M.J.
Journal:
International Journal of Forecasting

ISSN: 0169-2070

Year of publication: 1997

Volume: 13

Issue: 2

Pages: 237-244

Type: Article

DOI: 10.1016/S0169-2070(96)00726-1 GOOGLE SCHOLAR