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

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

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