| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062048 | Economics Letters | 2008 | 5 Pages |
Abstract
For a Gaussian MA(1) process, a new exact ML estimator is proposed that avoids the pile-up phenomenon (boundary estimates). Finite sample comparison is undertaken, along with Wald-type inference for an MA unit root or over-differencing (stationarity).
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Dimitrios V. Vougas,