A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution
Menelaos Karanasos ()
Keele Department of Economics Discussion Papers (1995-2001) from Department of Economics, Keele University
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Published in Econometric Theory, 1998, Vol. 14, pages 622-640.
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Working Paper: A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution (1996)
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Department of Economics, Keele University, Keele, Staffordshire ST5 5BG - United Kingdom
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