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A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution

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Author Info
Menelaos Karanasos

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Paper provided by Department of Economics, Keele University in its series Keele Department of Economics Discussion Papers (1995-2001) with number 97/09.

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Date of creation: 1997
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Publication status: Published in Econometric Theory, 1998, Vol. 14, pages 622-640.
Handle: RePEc:kee:keeldp:97/09

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Postal: Department of Economics, University of Keele, Keele, Staffordshire, ST5 5BG - United Kingdom
Phone: +44 (0)1782 584581
Fax: +44 (0)1782 717577
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Web page: http://www.keele.ac.uk/depts/ec/cer/
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Postal: Department of Economics, Keele University, Keele, Staffordshire ST5 5BG - United Kingdom
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Web: http://www.keele.ac.uk/depts/ec/cer/pubs_kerps.htm

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  1. Menelaos Karanasos, . "The Covariance Structure of Mixed ARMA Models," Discussion Papers 00/10, Department of Economics, University of York. [Downloadable!]
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This page was last updated on 2009-12-22.

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