No CrossRef data available.
Article contents
The Asymptotic Variance of ML Estimator of MA(l) Coefficient
Published online by Cambridge University Press: 18 October 2010
Abstract
An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
![Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'](https://static.cambridge.org/content/id/urn%3Acambridge.org%3Aid%3Aarticle%3AS0266466600013050/resource/name/firstPage-S0266466600013050a.jpg)
- Type
- Problems
- Information
- Copyright
- Copyright © Cambridge University Press 1992
References
REFERENCES
2.Sargan, J.D. & Bhargava, A.. Maximum-likelihood estimation of regression models with first-order moving average errors when the root lies on the unit circle. Econometrica 51 (1983): 799–820.CrossRefGoogle Scholar
3.Tanaka, K. Testing for a moving average unit root. Econometric Theory 6 (1990): 433–444.CrossRefGoogle Scholar