Factor ARMA representation of a Markov process

Serge Darolles, Jean-Pierre Florens and Christian S. Gourieroux

Economics Letters, 2001, vol. 71, issue 2, pages 165-171

Date: 2001
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Working Paper: Factor ARMA Representation of a Markov Process (2000)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:ecolet:v:71:y:2001:i:2:p:165-171

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