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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Distribution of the ML estimator of a MA(1) and a local level model
Distribution of the ML estimator of a MA(1) and a local level model
Publication information:
Shephard, Neil. 1993. “Distribution of the ML Estimator of a MA(1) and a Local Level Model”.
Econometric Theory
9: 377-401.
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