Noninvertibility and pseudo-maximum likelihood estimation of misspecified ARMA models
Year of publication: |
1991
|
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Authors: | Pötscher, Benedikt M. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 7.1991, 4, p. 435-445
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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