Econometrica Vol. 51 No. 3 1983
Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle
Abstract
J. D. Sargan, Alok Bhargava, Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle, Econometrica, Vol. 51, No. 3 (May, 1983), pp. 799-820
- DOI
- 10.2307/1912159
- Volume
- 51
- Issue
- 3
- Pages
- 799
- Sources
- bibtex:phds-export.bib crossref openalex