Problems with the estimation of moving average processes-Reference-Cited by-同舟云学术

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Problems with the estimation of moving average processes

Published:1981-08 Issue:3 Volume:16 Page:295-310
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Davidson James E.H.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference14 articles.

1. The statistical analysis of time series;Anderson,1971

2. Time series analysis, forecasting and control;Box,1970

3. Useful invariance results for generalised regression models;Breusch;Journal of Econometrics,1980

4. Small sample properties of estimators of the moving average process;Davidson,1981

5. Efficient estimation of parameters of moving average models;Durbin;Biometrika,1959

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