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The Identification and Parameterization of ARMAX and State Space Forms

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Hannan, E J
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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 44 (1976)
Issue (Month): 4 (July)
Pages: 713-23
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Handle: RePEc:ecm:emetrp:v:44:y:1976:i:4:p:713-23

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  1. Jean-Marie Dufour & Tarek Jouini, 2005. "Asymptotic distribution of a simple linear estimator for VARMA models in echelon form," CIRANO Working Papers 2005s-06, CIRANO. [Downloadable!]
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  2. Helmut Luetkepohl, 2004. "Forecasting with VARMA Models," Economics Working Papers ECO2004/25, European University Institute. [Downloadable!]
    Other versions:
  3. Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006. "Time Series Analysis," PIER Working Paper Archive 06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    Other versions:
    • Diebold, F.X. & Kilian, L. & Nerlove, M., 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
  4. Ellen R. McGrattan, 2006. "Measurement with minimal theory," Working Papers 643, Federal Reserve Bank of Minneapolis. [Downloadable!]
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