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Two Canonical VARMA Forms: Scalar Component Models Vis--Vis the Echelon Form
Athanasopoulos, George
;
Poskitt, D. S.
;
Vahid, Farshid
- In:
Econometric reviews
31
(
2012
)
1
,
pp. 60-84
Persistent link: https://www.econbiz.de/10009986244
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Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 60-83
Persistent link: https://www.econbiz.de/10009515972
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