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The Asymptotic Variance of ML Estimator of MA(l) Coefficient

Published online by Cambridge University Press:  18 October 2010

Young-ho Chang  and
Eric Iksoon Im
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 8 , Issue 3 , September 1992 , pp. 424 - 426
Copyright
Copyright © Cambridge University Press 1992

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References

REFERENCES

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