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;

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