Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form

Author: Athanasopoulos George   Poskitt D. S.   Vahid Farshid  

Publisher: Taylor & Francis Ltd

ISSN: 0747-4938

Source: Econometric Reviews, Vol.31, Iss.1, 2012-01, pp. : 60-83

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Abstract