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~institution:"Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)"
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Edgeworth expansion
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Quasi Maximum Likelihood
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asymptotic properties
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autocorrelation
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method of moments
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moving average process
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Demos, Antonis
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Kyriakopoulou, Dimitra
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Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
International Monetary Fund (IMF)
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Cowles Foundation for Research in Economics, Yale University
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Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models
Kyriakopoulou, Dimitra
;
Demos, Antonis
-
Department of International and European Economic …
-
2008
Nagar type, of the MM and QML estimators of the 1^{st} order
autocorrelation
and the MA parameter for the MA(1) model. It …
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