Estimation of a non-invertible moving average process : the case of overdifferencing
Charles I. Plosser; G. William Schwert
| Year of publication: |
1977
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|---|---|
| Authors: | Plosser, Charles I. ; Schwert, G. William |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 6.1977, 2, p. 199-224
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| Subject: | Mathematische Statistik |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002650400