The asymptotic covariance matrix of the QMLE in ARMA models
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DOI: 10.1080/07474938.2016.1140287
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References listed on IDEAS
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Cited by:
- Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2019. "A General Framework for Prediction in Time Series Models," Papers 1902.01622, arXiv.org.
- Norkutė, Milda & Westerlund, Joakim, 2019. "The factor analytical method for interactive effects dynamic panel models with moving average errors," Econometrics and Statistics, Elsevier, vol. 11(C), pages 83-104.
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