New exact ML estimation and inference for a Gaussian \(MA(1)\) process

DOI10.1016/j.econlet.2007.06.021zbMath1255.91371MaRDI QIDQ1934735

Dimitrios V. Vougas

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.06.021

zbMATH Keywords

Wald test; Gaussian MA process; MA unit root; new exact ML estimation; over-differencing/stationarity

Mathematics Subject Classification ID

91B84: Economic time series analysis

91B82: Statistical methods; economic indices and measures

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