JSTOR Daily

Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated I(1) Var Systems

This is a preview. Log in through your library . Abstract This paper addresses the problem of inference on the moving average impact matrix and on its row and column spaces in cointegrated I(1) VAR ...
JSTOR Daily

On the Inverse of the Autocovariance Matrix for a General Moving Average Process

This is a preview. Log in through your library . Abstract In this paper we show how the inverse for the general kth autocovariance matrix, for any rth order moving average process, can be obtained by ...