Consistent estimation of the asymptotic covariance structure of multivariate serial correlation
| Year of publication: |
1991
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|---|---|
| Authors: | Melard, Guy ; Paesmans, Marianne ; Roy, Roch |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Time Series Analysis (1991) v.12 n° 4,p.351-361 |
| Source: |
Persistent link: https://www.econbiz.de/10008590124