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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
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Type
Solutions
Information
Econometric Theory , Volume 9 , Issue 3 , June 1993 , pp. 527 - 530
Copyright
Copyright © Cambridge University Press 1993

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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