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Estimation and Inference of the Vector Autoregressive Process Under Heteroscedasticity
Taras Bodnar
Taras Zabolotskyy
出版
European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
, 2009
URL
http://books.google.com.hk/books?id=7xrpSAAACAAJ&hl=&source=gbs_api