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The covariance matrix of ARMA-errors in closed form

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  • vdr Leeuw, J.L.

    (Tilburg University, Faculty of Economics)

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  • vdr Leeuw, J.L., 1992. "The covariance matrix of ARMA-errors in closed form," Research Memorandum FEW 562, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiurem:6ed33bc7-10df-4124-8eff-6710faf738d8
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/5280037/LJ5613359.pdf
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    References listed on IDEAS

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    1. Unknown, 1986. "Letters," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 1(4), pages 1-9.
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    Cited by:

    1. van der Leeuw, J.L. & Tigelaar, H.H., 1994. "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters," Other publications TiSEM 01f8dc96-8313-4917-b804-2, Tilburg University, School of Economics and Management.
    2. van der Leeuw, J.L. & Tigelaar, H.H., 1994. "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters," Research Memorandum FEW 662, Tilburg University, School of Economics and Management.

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    Matrices; mathematics;

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