Pollock, David Stephen G. - In: Econometrics : open access journal 8 (2020) 3/35, pp. 1-22
The econometric data to which autoregressive moving-average models are commonly applied are liable to contain elements from a limited range of frequencies. If the data do not cover the full Nyquist frequency range of [0,π] radians, then severe biases can occur in estimating their parameters....
