author = { Athanasopoulos, George AND Poskitt, Donald Stephen AND Vahid, Farshid AND Yao, Wenying },

title = { Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations },

publisher = {Monash University, Department of Econometrics and Business Statistics},

keywords = { Cointegration , Error correction , Scalar Component Model , Multivariate Time Series , Graue Literatur },

year = {November 2014},

booktitle = {Working paper / Monash University, Department of Econometrics and Business Statistics ; 14, 22},

address = { Victoria },

url = { http://slubdd.de/katalog?TN_libero_mab2 }