Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054)

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Vector autoregressive moving average identification for macroeconomic modeling: a new methodology
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    Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (English)
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    10 May 2016
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    canonical correlations
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    cointegration
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    echelon form
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    instrumental variables
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    Kronecker invariants
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    spectral factorization
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