The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case

Anderson, Brian D.O.; Deistler, Manfred; Felsenstein, Elisabeth and Koelbl, Lukas (2016) The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case. Journal of Econometrics, 192 (2), pp. 366-373. https://doi.org/10.1016/j.jeconom.2016.02.004

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Item Type:	Article in Academic Journal
Research Units:	IHS general publications
Date Deposited:	09 Oct 2018 08:20
Last Modified:	19 Sep 2024 08:57
DOI:	10.1016/j.jeconom.2016.02.004
ISSN:	0304-4076
URI:	https://irihs.ihs.ac.at/id/eprint/4786

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