Title of article
Exact maximum likelihood estimation of partially nonstationary vector ARMA models
Author/Authors
José Alberto Mauricio، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
19
From page
3644
To page
3662
Keywords
Partially nonstationary model , Cointegration , Exact maximum likelihood estimation , Vector autoregressive moving average model , Vector error-correction model , Unit roots
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
308088
Link To Document