Estimation of a non-invertible moving average process. The case of overdifferencing

Journal of Econometrics

Volumn 6, Issue 2, 1977, Pages 199-224

  Plosser, Charles I ^a   Schwert, G William ^b  

^a STANFORD UNIVERSITY   (United States)

^b UNIVERSITY OF ROCHESTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000542970     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(77)90015-X     Document Type: Article

References (47)

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29. Inventory behaviour in UK manufacturing
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33. Why do we sometimes get nonsense correlations between time series? A study in sampling and the nature of time series