Media type: E-Book Title: Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations Contributor: Athanasopoulos, George [VerfasserIn]; Poskitt, Donald Stephen [VerfasserIn]; Vahid, Farshid [VerfasserIn]; Yao, Wenying [VerfasserIn] imprint: Victoria: Monash University, Department of Econometrics and Business Statistics, November 2014 Published in: Monash University: Working paper ; 2014,2200 Extent: 1 Online-Ressource (circa 44 Seiten); Illustrationen Language: English Keywords: Cointegration ; Error correction ; Scalar Component Model ; Multivariate Time Series ; Graue Literatur Origination: Footnote: Access State: Open Access