A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution
| Year of publication: |
1997
|
|---|---|
| Authors: | Karanasos, Menelaos |
| Institutions: | Centre for Economic Research, School of Economics and Management Studies |
| Series: | Keele Department of Economics Discussion Papers (1995-2001). - ISSN 1352-8955. |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Econometric Theory, 1998, Vol. 14, pages 622-640. |
| Source: |
Persistent link: https://www.econbiz.de/10005181743