Two canonical VARMA forms: Scalar component models versus Echelon form

George Athanasopoulos; Don S Poskitt; Farshid Vahid

Two canonical VARMA forms: Scalar component models versus Echelon form

George Athanasopoulos, Don S Poskitt, Farshid Vahid

Econometrics & Business Statistics

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

Original language	English
Title of host publication	Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society
Editors	Peter Bardsley, Mardi Dungey
Place of Publication	http://esam06.anu.edu.au
Publisher	The Econometric Society
Pages	1 - 25
Number of pages	25
Publication status	Published - 2006
Event	Australasian Meeting of the Econometric Society - Alice Springs NT Australia, http://esam06.anu.edu.au Duration: 1 Jan 2006 → …

Conference

Conference	Australasian Meeting of the Econometric Society
City	http://esam06.anu.edu.au
Period	1/01/06 → …

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Cite this

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title = "Two canonical VARMA forms: Scalar component models versus Echelon form",

author = "George Athanasopoulos and Poskitt, {Don S} and Farshid Vahid",

year = "2006",

language = "English",

pages = "1 -- 25",

editor = "Peter Bardsley and Mardi Dungey",

booktitle = "Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society",

publisher = "The Econometric Society",

note = "Australasian Meeting of the Econometric Society ; Conference date: 01-01-2006",

}

Athanasopoulos, G , Poskitt, DS & Vahid, F 2006, Two canonical VARMA forms: Scalar component models versus Echelon form. in P Bardsley & M Dungey (eds), Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. The Econometric Society, http://esam06.anu.edu.au, pp. 1 - 25, Australasian Meeting of the Econometric Society, http://esam06.anu.edu.au, 1/01/06.

Two canonical VARMA forms: Scalar component models versus Echelon form. / Athanasopoulos, George ; Poskitt, Don S ; Vahid, Farshid.

Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. ed. / Peter Bardsley; Mardi Dungey. http://esam06.anu.edu.au : The Econometric Society, 2006. p. 1 - 25.

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

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