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Estimation in the first-order moving average model through the finite autoregressive approximation : Some asymptotic results

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  • Mentz, Raul Pedro

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  • Mentz, Raul Pedro, 1977. "Estimation in the first-order moving average model through the finite autoregressive approximation : Some asymptotic results," Journal of Econometrics, Elsevier, vol. 6(2), pages 225-236, September.
    • Handle: RePEc:eee:econom:v:6:y:1977:i:2:p:225-236
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    Cited by:

    1. Monti, Anna Clara, 1996. "A new preliminary estimator for MA(1) models," Computational Statistics & Data Analysis, Elsevier, vol. 21(1), pages 1-15, January.
    2. Eric Ghysels & Lynda Khalaf & Cosmé Vodounou, 2003. "Simulation Based Inference In Moving Average Models," Annals of Economics and Statistics, GENES, issue 69, pages 85-99.

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