Athanasopoulos, George and Vahid, Farshid <br/><br/>
VARMA versus VAR for Macroeconomic Forecasting 
 2008 

 -  2008 
 - 237-252  V.  26  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economic statistics
<br/><br/><label>Subjects--Index Terms: </label>Identification;Multivariate time series;Scalar companents;VARMA models;