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    2011
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    Estimating structural VARMA models with uncorrelated but non-independent error terms
    12 years 11 months ago
    Estimating structural VARMA models with uncorrelated but non-independent error terms
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    The asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of vector autoregressive moving-average (VARMA) models are derived under the assumption that the errors ...
    Y. Boubacar Mainassara, Christian Francq
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