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subject:"Share price"
subject:"Stock index"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Macroeconomic dynamics"
~person:"Bresson, Georges"
~person:"Guérin, Pierre"
~person:"Lütkepohl, Helmut"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Bresson, Georges
Guérin, Pierre
Lütkepohl, Helmut
Jenkins, Stephen
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Serletis, Apostolos
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Berg, Gerard J. van den
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Heckman, James J.
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Pesaran, M. Hashem
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Discussion paper series / IZA
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Macroeconomic dynamics
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Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
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