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Time-Series-Based EconometricsUnit Roots and Co-integrations$
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Michio Hatanaka

Print publication date: 1996

Print ISBN-13: 9780198773535

Published to Oxford Scholarship Online: November 2003

DOI: 10.1093/0198773536.001.0001

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(p.260) Appendix 5 Mathematics for the VAR, VMA, and VARMA

(p.260) Appendix 5 Mathematics for the VAR, VMA, and VARMA

Source:
Time-Series-Based Econometrics
Publisher:
Oxford University Press

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