A complete characterization of arma solutions to linear rational expectations models
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A complete characterization of arma solutions to linear rational expectations models
(The economics series : technical report / Institute for Mathematical Studies in the Social Sciences, Stanford University, no. 439)
Institute for Mathematical Studies in the Social Sciences, Stanford University, 1984
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"Prepared under National Science Foundation Grant Ses-8201372 and the Jenni and Antti Wihuri Foundation, the Finnish Cultural Foundation, the Yrjo Jahnsson Foundation."
Includes bibliographical references