A complete VARMA modelling methodology based on scalar components (Q3552837): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.2007.00568.x
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+W2025140783
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+Testing multiple equation systems for common nonlinear components
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+Forecasting and testing in co-integrated systems
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+A Multivariate Time Series Analysis of Some Flour Price Data
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Recursive estimation of mixed autoregressive-moving average order
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+Codependent cycles
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