RECOGNIZING OVERDIFFERENCED TIME SERIES (Q4299024): Difference between revisions

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+A new look at the statistical model identification
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+Consistent autoregressive spectral estimates
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+Normal rank
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Q4124141
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+Normal rank
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+Statistical analysis of cointegration vectors
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+Normal rank
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+Consistency of the least squares estimator of the first order moving average parameter
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+Estimation of a non-invertible moving average process: the case of overdifferencing
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+Estimating the dimension of a model
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+Testing for Common Trends
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+The behaviour of the sample autocorrelation function for an integrated moving average process
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