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
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