Two Canonical VARMA Forms: Scalar Component Models Vis--Vis the Echelon Form
| Year of publication: |
2012
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|---|---|
| Authors: | Athanasopoulos, George ; Poskitt, D. S. ; Vahid, Farshid |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 31.2012, 1 (1.1.), p. 60-84
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