The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case
Anderson, Brian D.O., Deistler, Manfred, Felsenstein, Elisabeth, Koelbl, LukasLanguage:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2016.02.004
Date:
February, 2016
File:
PDF, 401 KB
english, 2016