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Inefficiency of the Method of Moments Estimate for Noninvertible MA(1) Processes

Published online by Cambridge University Press:  11 February 2009

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Type
Solutions
Information
Econometric Theory , Volume 11 , Issue 3 , June 1995 , pp. 646
Copyright
Copyright © Cambridge University Press 1995

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References

REFERENCES

Brockwell, P.J., Davis, R.A. (1990) Theory and Methods. New York: Springer-Verlag.Google Scholar