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    2011
    Springer
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    Estimating structural VARMA models with uncorrelated but non-independent error terms
    13 years 6 months ago
    Estimating structural VARMA models with uncorrelated but non-independent error terms
    Download  mpra.ub.uni-muenchen.de
    The asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of vector autoregressive moving-average (VARMA) models are derived under the assumption that the errors ...
    Y. Boubacar Mainassara, Christian Francq
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