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Time Series Econometrics : Learning Through Replication
Levendis, John D., (2023)
Time series econometrics : learning through replication
Levendis, John D., (2018)
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N., (2022)
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
Lobato, Ignacio N., (2018)
Identification and estimation of structural VARMA models using higher order dynamics
Velasco, Carlos, (2023)