NEGLECTED SERIAL CORRELATION TESTS IN UCARIMA MODELS Gabriele Fiorentini and Enrique Sentana CEMFI Working Paper No. 1406 - Filter paper - Document - PDFSEARCH.IO

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	NEGLECTED SERIAL CORRELATION TESTS IN UCARIMA MODELS Gabriele Fiorentini and Enrique Sentana CEMFI Working Paper No. 1406 Add to Reading List Document Date: 2014-11-04 09:50:47 Open Document File Size: 353,24 KB Share Result on Facebook / / IndustryTerm by-product / outer product / / Organization Spanish Ministry of Science and Innovation / / Person Andrew Harvey / Enrique Sentana / Agustín Maravall / Gabriele Fiorentini Università di Firenze / / / Position researcher / / ProgrammingLanguage K / / URL www.cemfi.es / / SocialTag Kalman filter Cybernetics Systems theory Applied mathematics Numerical analysis Control theory Spectral method

NEGLECTED SERIAL CORRELATION TESTS IN UCARIMA MODELS Gabriele Fiorentini and Enrique Sentana CEMFI Working Paper No. 1406Add to Reading List