Vector autoregressive moving average identification for macroeconomic modeling: A new methodology

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@article{99fe78eb3ecc4066946efc62e5bba125,

title = "Vector autoregressive moving average identification for macroeconomic modeling: A new methodology",

author = "Poskitt, {Don Stephen}",

year = "2016",

doi = "10.1016/j.jeconom.2016.02.011",

language = "English",

volume = "192",

pages = "468 -- 484",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "2",

}