Boubacar Mainassara, Yacouba and Francq, Christian (2009): Estimating structural VARMA models with uncorrelated but non-independent error terms.
Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by Akaïke's information criteria.
Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by modified Akaike's information criteria.
Boubacar Mainassara, Yacouba (2009): Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms.
Boubacar Mainassara, Yacouba and Carbon, Michel and Francq, Christian (2010): Computing and estimating information matrices of weak arma models.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by .