ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT
| Year of publication: |
1998
|
|---|---|
| Authors: | McCabe, B.P.M. ; Leybourne, S.J. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 14.1998, 03, p. 326-338
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |