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Applied Economics Letters Volume 9, 2002 - Issue 1
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Original Articles

The partial autocorrelation function of a first order non-invertible moving average process

Umberto Triacca
Pages 13-15 | Published online: 06 Oct 2010
 
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Abstract

In this paper an expression is obtained for the determinant of a particular patterned matrix. The result is then used to derive the partial autocorrelation function of a first order non-invertible moving average process.

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