Estimation of a non-invertible moving average process : The case of overdifferencing
| Year of publication: |
1977
|
|---|---|
| Authors: | Plosser, Charles I. ; Schwert, G. William |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 6.1977, 2, p. 199-224
|
| Publisher: |
Elsevier |