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MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION
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- Journal:
- Econometric Theory / Volume 32 / Issue 4 / August 2016
- Published online by Cambridge University Press:
- 02 April 2015, pp. 793-826
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On the continuity of the Wiener-Hopf factorization operation
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- Journal:
- Journal of the Australian Mathematical Society. Series B. Applied Mathematics / Volume 28 / Issue 4 / April 1987
- Published online by Cambridge University Press:
- 17 February 2009, pp. 443-461
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