Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle.
| Year of publication: |
1983
|
|---|---|
| Authors: | Sargan, J D ; Bhargava, Alok |
| Published in: |
Econometrica. - Econometric Society. - Vol. 51.1983, 3, p. 799-820
|
| Publisher: |
Econometric Society |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005699933