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The structure of multivariate AR and ARMA systems : regular and singular systems; the single and the mixed frequency case
Anderson, Brian D. O.
;
Deistler, Manfred
;
Felsenstein, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 366-373
Persistent link: https://www.econbiz.de/10011704722
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