A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
Year of publication: |
2012
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Authors: |
Kascha, Christian
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Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 31.2012, 3 (1.5.), p. 297-325
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Type of publication: | Article
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Source: | |
Persistent link: https://www.econbiz.de/10009986253