Testing for fundamental vector moving average representations
Year of publication: |
2017
|
---|---|
Authors: | Chen, Bin ; Choi, Jinho ; Escanciano, Juan Carlos |
Published in: |
Quantitative Economics. - New Haven, CT : The Econometric Society, ISSN 1759-7331. - Vol. 8.2017, 1, p. 149-180
|
Publisher: |
New Haven, CT : The Econometric Society |
Subject: | Fundamental representations | generalized spectrum | identification | invertible moving average |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/QE393 [DOI] 1015407218 [GVK] hdl:10419/195536 [Handle] |
Classification: | C5 - Econometric Modeling ; C32 - Time-Series Models ; E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation |
Source: |
-
Testing for fundamental vector moving average representations
Chen, Bin, (2017)
-
Testing for fundamental vector moving average representations
Chen, Bin, (2015)
-
Testing for fundamental vector moving average representations
Chen, Bin, (2017)
- More ...
-
Testing for fundamental vector moving average representations
Chen, Bin, (2015)
-
Testing for fundamental vector moving average representations
Chen, Bin, (2017)
-
Testing for fundamental vector moving average representations
Chen, Bin, (2017)
- More ...