Specification of Echelon-Form VARMA Models

Specification of Echelon-Form VARMA Models

Helmut Lütkepohl and D. S. Poskitt
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Volume:
14
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392100
Date:
April, 1996
File:
PDF, 459 KB
english, 1996
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