Matrix formulas for nonstationary arima signal extraction

Econometric Theory

Volumn 24, Issue 4, 2008, Pages 988-1009

  McElroy, Tucker ^a  

^a U S CENSUS BUREAU   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 45249087683     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608080389     Document Type: Article

References (29)

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