DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
| Year of publication: |
2007
|
|---|---|
| Authors: | Han, Chirok ; Galbraith, R.F. ; Galbraith, J.I. ; Grenander, U. ; Szegö, G. ; Haddad, J.N. ; Han, C. ; Phillips, P.C.B. ; Hoy, M. ; Livernois, J. ; Mckenna, C. ; Rees, R. ; Stengos, T. ; Hsiao, C. ; Pesaran, M.H. ; Tahmiscioglu, A.K. ; Karanasos, M. ; Mccabe, B.P.M. ; Leybourne, S.J. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 6, p. 1248-1253
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