Testing for fundamental vector moving average...

Quantitative Economics 2017 / 03 Vol. 8; Iss. 1

Testing for fundamental vector moving average representations

Chen, Bin, Choi, Jinho, Escanciano, Juan Carlos
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Volume:
8
Language:
english
Journal:
Quantitative Economics
DOI:
10.3982/QE393
Date:
March, 2017
File:
PDF, 387 KB
english, 2017
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