The algebra of ARMA processes and the structure of ARMA solutions to a general linear model with rational expectations
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書誌事項
The algebra of ARMA processes and the structure of ARMA solutions to a general linear model with rational expectations
(The economics series : technical report / Institute for Mathematical Studies in the Social Sciences, Stanford University, no. 476)
Institute for Mathematical Studies in the Social Sciences, Stanford Univ., 1985
Revised
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注記
"Prepared under National Science Foundation Grant SES-85-10763"