Forecasting cointegrated VARMA processes

A Companion to Economic Forecasting

Volumn , Issue , 2007, Pages 179-205

  Lütkepohl, Helmut ^a  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

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EID: 67649374080     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9780470996430.ch8     Document Type: Chapter

References (38)

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