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.

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

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