On l2-Optimal Approximate Modelling of Vector Time Series.
| Year of publication: |
1992
|
|---|---|
| Authors: | Roorda, B. ; Heij, C.H. |
| Institutions: | Econometrisch Instituut, Faculteit der Economische Wetenschappen |
| Subject: | econometrics | time series |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 9 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005625231