Estimation of a non-invertible moving average process: the case of overdifferencing

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Cited in

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Problems with the estimation of moving average processes
Estimation of a non-invertible moving average process: the case of overdifferencing
The analysis of seasonal economic models
New exact ML estimation and inference for a Gaussian \(MA(1)\) process
Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors
An Examination of the Slutsky Effect in Interpreting Arima Models
RECOGNIZING OVERDIFFERENCED TIME SERIES
SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS
TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY
ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES
A differencing test
Testing a Unit Root Based on Aggregate Time Series
The methodological problem of unit roots: stationarity and its consequences in the context of the Tinbergen debate
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