Inference for regression models with errors from a non-invertible MA(1) process (Q3018535): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1002/for.1198 / rank
 
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Latest revision as of 08:52, 4 July 2024

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Inference for regression models with errors from a non-invertible MA(1) process
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    Inference for regression models with errors from a non-invertible MA(1) process (English)
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    27 July 2011
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    regression model with moving average errors
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    unit roots
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    non-invertible moving averages
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    maximum likelihood estimator
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