Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory
Year of publication: |
2009-11-12
|
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Authors: | Poskitt, D.S. |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Algorithms | asymptotically stationary and cointegrated time series | echelon |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 12/09 41 pages |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C63 - Computational Techniques ; C87 - Econometric Software |
Source: |
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