Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1

Jan G. De Gooijer ()

Journal of Econometrics, 1980, vol. 14, issue 3, pages 365-379

Date: 1980
View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VC0 ... 7de710777af330bcd92d
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this article

Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

More articles in Journal of Econometrics from Elsevier
Series data maintained by Heidi Boesdal ().