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Computing and estimating information matrices of weak ARMA models
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18 1.0855 -0.0013 1.0730 -0.0089 0.8700 0.0140 0.0650 -0.2100 1.0280 0.0337 0.1110 -0.2300 0.0444 0.7410 0.3860 0.6583 -0.2050 1.1030 1.0010 0.1500 -4.1640 2.2550 0.9800 0.1250 64.063 -34.000 -32.330 -30.630 78.510 4.7000 -65.218 95.230 426.76 27.377 -89.220 111.10 0.000169 -0.000163 0.000690 -0.001120 -0.000580 0.002020 -0.001570 -0.001300 -0.000096 0.008170 -0.001586 -0.000862 Ex. # wj a11 a21 ^
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ژورنال
عنوان ژورنال: Studies in Nonlinear Dynamics & Econometrics
سال: 2001
ISSN: 1558-3708
DOI: 10.2202/1558-3708.1074