PROBLEMS WITH THE ESTIMATION OF MOVING AVERAGE PROCESSES

[1] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[2] BOX GEP, 1970, TIME SERIES ANAL FOR

[3] USEFUL INVARIANCE RESULTS FOR GENERALIZED REGRESSION-MODELS [J]. JOURNAL OF ECONOMETRICS, 1980, 13 (03) : 327 - 340

[4] DAVIDSON JEH, 1981, 1979 P EC SOC EUR M

[5] EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS [J]. BIOMETRIKA, 1959, 46 (3-4) : 306 - 316

[6] KANG K, UNPUBLISHED

[7] NELSON CR, 1974, J ECONOMETRICS, V2, P121

[8] OSBORN DR, 1976, ANN ECON SOC MEAS, V5, P75

[9] OSBORN DR, 1979, ECONOMETRIC SOC EURO

[10] LEAST SQUARES ESTIMATION IN REGRESSION MODEL WITH AUTOREGRESSIVE-MOVING AVERAGE ERRORS [J]. BIOMETRIKA, 1971, 58 (02) : 299 - &

[1] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[2] BOX GEP, 1970, TIME SERIES ANAL FOR

[3] USEFUL INVARIANCE RESULTS FOR GENERALIZED REGRESSION-MODELS [J]. JOURNAL OF ECONOMETRICS, 1980, 13 (03) : 327 - 340

[4] DAVIDSON JEH, 1981, 1979 P EC SOC EUR M

[5] EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS [J]. BIOMETRIKA, 1959, 46 (3-4) : 306 - 316

[6] KANG K, UNPUBLISHED

[7] NELSON CR, 1974, J ECONOMETRICS, V2, P121

[8] OSBORN DR, 1976, ANN ECON SOC MEAS, V5, P75

[9] OSBORN DR, 1979, ECONOMETRIC SOC EURO

[10] LEAST SQUARES ESTIMATION IN REGRESSION MODEL WITH AUTOREGRESSIVE-MOVING AVERAGE ERRORS [J]. BIOMETRIKA, 1971, 58 (02) : 299 - &