A Fast Estimation Method for the Vector Autoregressive...

A Fast Estimation Method for the Vector Autoregressive Moving Average Model with Exogenous Variables

Spliid, Henrik
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Volume:
78
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.1983.10477030
Date:
December, 1983
File:
PDF, 1.04 MB
english, 1983
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