Identification and estimation of noninvertible non-Gaussian MA(q) processes
| Year of publication: |
1992
|
|---|---|
| Authors: | Ramsey, James B. ; Montenegro, Alvaro |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 54.1992, 1-3, p. 301-320
|
| Publisher: |
Elsevier |