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Inference for regression models with errors from a non‐invertible MA(1) process

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  • Mei‐Ching Chen
  • Richard A. Davis
  • Li Song

Abstract

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Suggested Citation

  • Mei‐Ching Chen & Richard A. Davis & Li Song, 2011. "Inference for regression models with errors from a non‐invertible MA(1) process," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(1), pages 6-30, January.
    • Handle: RePEc:jof:jforec:v:30:y:2011:i:1:p:6-30
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    File URL: http://hdl.handle.net/10.1002/for.1198
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    Cited by:

    1. McElroy, Tucker S. & Jach, Agnieszka, 2023. "Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density," Computational Statistics & Data Analysis, Elsevier, vol. 177(C).

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