A note on square-root filtering for vector autoregressive-moving average models / Craig F. Anley, Ro...
A note on square-root filtering for vector autoregressive-moving average models / Craig F. Anley, Ro...
A note on square-root filtering for vector autoregressive-moving average models / Craig F. Anley, Robert Kohn.
About this item
Full title
Author / Creator
Publisher
Kensington, N.S.W. : University of new South Wales, Australian Graduate School of Management, 1989.
Date
1989.
Call Numbers
Q511.8/14
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
9 p. ; 30 cm.
Publication information
Publisher
Kensington, N.S.W. : University of new South Wales, Australian Graduate School of Management, 1989.
Place of Publication
New South Wales
Date Published
1989.
Subjects
More information
Alternative Titles
Full title
A note on square-root filtering for vector autoregressive-moving average models / Craig F. Anley, Robert Kohn.
Authors, Artists and Contributors
Author / Creator
Author / Artists
Notes
General note
Working paper series / the University of New South Wales, Australian Graduate School of Management ; 89-022.
Includes bibliographical references.
Identifiers
Primary Identifiers
Call Numbers
Q511.8/14
Record Identifier
74VvoqZA448b
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvoqZA448b
Other Identifiers
ISBN
1862740569
9781862740563
DDC
511.8
MMS ID
991013149489702626
