The algebra of ARMA processes and the structure of ARMA solutions to a general linear model with rational expectations
By: by George W. Evans.
Series: Economics series / Institute for Mathematical Studies in the social Sciences, Stanford University; Technical report / Institute for Mathematical Studies in the Social Sciences, Stanford University -- no. 476; Economics series (Stanford University. Institute for Mathematical Studies in the Social Sciences); Technical report (Stanford University. Institute for Mathematical Studies in the Social Sciences) -- no. 476.
Publisher: Institute for Mathematical Studies in the Social Sciences, Stanford University
Published: 1985
Place of publication: Stanford, Calif
Language: eng
Number of pages: 33
Subjects: Rational expectations (Economic theory) -- Mathematical models.
Notes: "Prepared under National Science foundation Grant SES-85-10763".

Bibliography: p. 32-33.