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Forecasting Cointegrated VARMA Processes
LUETKEPOHL, Helmut
Title:Forecasting Cointegrated VARMA Processes
Author:
LUETKEPOHL, Helmut
Date:2002
Publisher:
Blackwell
Citation:
Michael P. CLEMENTS and David F. HENDRY (eds), A Companion to Economic Forecasting, Oxford, Blackwell, 2002, 179-205, Blackwell Companions to Contemporary Economics, 2.