VARMA versus VAR for Macroeconomic Forecasting
Athanasopoulos, George and Vahid, Farshid
VARMA versus VAR for Macroeconomic Forecasting 2008 - 2008 - 237-252 V. 26 Issue. 2
Economic statistics
Identification;Multivariate time series;Scalar companents;VARMA models;
VARMA versus VAR for Macroeconomic Forecasting 2008 - 2008 - 237-252 V. 26 Issue. 2
Economic statistics
Identification;Multivariate time series;Scalar companents;VARMA models;