LINEAR TRANSFORMATIONS OF VECTOR ARMA PROCESSES

被引：57

|

作者：

LUTKEPOHL, H

机构：

来源：

JOURNAL OF ECONOMETRICS | 1984年 / 26卷 / 03期

关键词：

D O I：

10.1016/0304-4076(84)90023-X

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：283 / 293

页数：11

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