Inference for regression models with errors from a non‐invertible MA(1) process

Mei‐Ching Chen, Richard A. Davis and Li Song

Journal of Forecasting, 2011, vol. 30, issue 1, 6-30

Abstract: HASH(0x100add148)

Keywords: regression model with moving average errors; unit roots; non‐invertible moving averages; maximum likelihood estimator (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:jof:jforec:v:30:y:2011:i:1:p:6-30

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