Estimating structural VARMA models with uncorrelated but non-independent error terms

✍ Scribed by Y. Boubacar Mainassara; C. Francq

• Book ID: 108185664
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 482 KB
• Volume: 102
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1016/j.jmva.2010.10.009