A comparison of estimation methods for vector autoregressive moving-average models
Year of publication: |
2012
|
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Authors: | Kascha, Christian |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 31.2012, 1/3, p. 297-324
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Subject: | ARMA-Modell | ARMA model | VAR-Modell | VAR model | Theorie | Theory |
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