Title of article :
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
Author/Authors :
Chirok Han، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
6
From page :
1248
To page :
1253
Abstract :
In this note, determinants are explicitly calculated for the covariance matrices of differenced and double-differenced AR~1! variables+
Journal title :
ECONOMETRIC THEORY
Serial Year :
2007
Journal title :
ECONOMETRIC THEORY
Record number :
707403
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=707403
