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New Exact ML Estimation and Inference for a Gaussian MA(1) process

Dimitrios Vougas

Economics Letters, Volume: 99, Issue: 1, Pages: 172 - 176

Swansea University Author: Dimitrios Vougas

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DOI (Published version): 10.1016/j.econlet.2007.06.021

Published in: Economics Letters
Published: Elsevier 2008
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College: School of Management
Issue: 1
Start Page: 172
End Page: 176