Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application-Reference-Cited by-同舟云学术

Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application

Author:

Dufour Jean-Marie¹²,Pelletier Denis³^ORCID

Affiliation:

1. Centre interuniversitaire de recherche en analyse des organisations (CIRANO), McGill University, Montréal, Québec, Canada

2. Centre Interuniversitaire de recherche en économie quantitative (CIREQ), Department of Economics, McGill University, Montréal, Québec, Canada

3. Department of Economics, North Carolina State University, Raleigh, NC

Funder

Social Sciences and Humanities Research Council of Canada

CIRANO

Natural Sciences and Engineering Research Council of Canada

Canadian Network of Centres of Excellence [program on Mathematics of Information Technology and Complex Systems

Canada Council for the Arts

CIREQ

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

Reference44 articles.

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