Inference for regression models with errors from a non‐invertible MA(1) process
| Year of publication: |
2011
|
|---|---|
| Authors: | Mei‐Ching Chen ; Davis, Richard A. ; Song, Li |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 30.2011, 1, p. 6-30
|
| Publisher: |
John Wiley & Sons, Ltd. |
| Subject: | regression model with moving average errors | unit roots | non‐invertible moving averages | maximum likelihood estimator |