Hostname: page-component-848d4c4894-2xdlg Total loading time: 0 Render date: 2024-06-28T07:58:19.139Z Has data issue: false hasContentIssue false
  • English
  • Français

The Asymptotic Variance of the ML Estimator of MA(1) Coefficient

Published online by Cambridge University Press:  11 February 2009

Young-Ho Chang  and
Eric Iksoon Im
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 9 , Issue 3 , June 1993 , pp. 527 - 530
Copyright
Copyright © Cambridge University Press 1993

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1.Dwight, H.B.Tables of Integrals and Other Mathematical Data. 4th ed.New York: Macmillan, 1961.Google Scholar
2.Watkins, D.S.Fundamentals of Matrix Computations. New York: Wiley, 1991.Google Scholar