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On multivariate linear regression shrinkage and reduced-rank procedures. Journal of Statistical Planning and Inference, 81 (2): 311--321 (Nov 1, 1999)Reduced-rank growth curve models, and . Journal of Statistical Planning and Inference, 114 (1-2): 107--129 (Jun 1, 2003)Covariance structure models for clustered proportions, and . Statistics & Probability Letters, 29 (1): 61--70 (Aug 15, 1996)Estimation of partially nonstationary vector autoregressive models with seasonal behavior, and . Journal of Econometrics, 62 (2): 317--350 (June 1994)Time series analysis : forecasting and control, , and . Prentice-Hall, Englewood Cliffs, NJ, (1994)Time Series Analysis : Forecasting and Control, , , and . (2016)Reduced rank regression with autoregressive errors, and . Journal of Econometrics, 35 (2-3): 317--335 (July 1987)Prediction mean square error for non-stationary multivariate time series using estimated parameters, and . Economics Letters, 24 (1): 57--61 (1987)Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model, and . Statistics & Probability Letters, 11 (5): 453--457 (May 1991)