Noninvertibility and pseudo-maximum likelihood estimation of misspecified ARMA models
B. M. Pötscher
| Year of publication: |
1991
|
|---|---|
| Authors: | Pötscher, Benedikt M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 7.1991, 4, p. 435-445
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| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001117742