Estimation of a non-invertible moving average process: The case of overdifferencing
Charles Plosser () and
Journal of Econometrics, 1977, vol. 6, issue 2, 199-224
References: Add references at CitEc
Citations: View citations in EconPapers (24) Track citations by RSS feed
Downloads: (external link)
Full text for ScienceDirect subscribers only
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:6:y:1977:i:2:p:199-224
Access Statistics for this article
Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson
More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().