Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes

Authors
I. Choi
Citation
I. Choi, Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes, Economics letters, 40(02), 1992, pp. 147
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
40
Issue
02
Year of publication
1992
Database
ICR
SICI code
0165-1765(1992)40:02<147:ANOTIV>2.0.ZU;2-0