Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 23 (1987)
Issue (Month): 3 ()
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- Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
- D.S. Poskitt & Wenying Yao, 2012. "VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors," Monash Econometrics and Business Statistics Working Papers 11/12, Monash University, Department of Econometrics and Business Statistics.
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00/11, Department of Economics, University of York.
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