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A generalized least squares estimation method for vector moving average models

By: Flores de Frutos, Rafael.
Contributor(s): Serrano, Gregorio R.
Material type: TextTextSeries: ICAE documentos de trabajo; 9611.Publisher: Madrid Universidad Complutense,Instituto Complutense de Análisis Económico (ICAE) 1996Description: 12 p. tabl. 21 cm.Subject(s): MODELOS ECONOMETRICOS
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