The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case

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Anderson, Brian; Deistler, Manfred; Felsenstein, Elisabeth; Koelbl, Lukas


2016-06


Journal Article


Journal of Econometrics


192


2


366-373


Nicta; Data61


https://doi.org/10.1016/j.jeconom.2016.02.004


English


nicta:8370


Anderson, Brian; Deistler, Manfred; Felsenstein, Elisabeth; Koelbl, Lukas. The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case. Journal of Econometrics. 2016-06; 192(2):366-373. <a href="https://doi.org/10.1016/j.jeconom.2016.02.004" target="_blank">https://doi.org/10.1016/j.jeconom.2016.02.004</a>



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