Estimation of the vector moving average model by vector autoregression

Econometric Reviews

Volumn 21, Issue 2, 2002, Pages 205-219

  Galbraith, John W ^a   Ullah, Aman ^b   Zinde Walsh, Victoria ^a  

^a MCGILL UNIVERSITY   (Canada)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

C12; C22; JEL Classification; Vector autoregression; Vector moving average

Indexed keywords

EID: 67149091297     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-120014349     Document Type: Article

References (13)

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