Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating structural VARMA models with uncorrelated but non-independent error terms |
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Estimating structural VARMA models with uncorrelated but non-independent error terms (English)
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14 March 2011
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asymptotic normality
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nonlinear processes
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QMLE
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structural representation
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VARMA models
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