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  1. Athanasopoulos, George [Author]; Poskitt, Donald Stephen [Author]; Vahid, Farshid [Author]; Yao, Wenying [Author]

    Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations

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    Victoria: Monash University, Department of Econometrics and Business Statistics, November 2014

    Published in: Monash University: Working paper ; 2014,2200