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Cointegrated VARIMA Models: Specification and Simulation

Communications in Statistics Part B: Simulation and Computation - United States
doi 10.1080/03610918.2013.765468
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Abstract

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Categories
ModelingStatisticsProbabilitySimulation
Date

July 28, 2014

Authors
José L. GallegoCarlos Díaz
Publisher

Informa UK Limited


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