1. Canonical correlations analysis of time series and the use of an information criterion;Akaike,1976
2. Econometric forecasting;Allen,2001
3. The state space modeling of time series;Aoki,1987
4. The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting;Bidarkota;International Journal of Forecasting,1998
5. Time series analysis: forecasting and control;Box,1976