The Asymptotic Variance of ML Estimator of MA(1)...

The Asymptotic Variance of ML Estimator of MA(1) Coefficient

Young-ho Chang and Eric Iksoon Im
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Volume:
8
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3532362
Date:
September, 1992
File:
PDF, 314 KB
english, 1992
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