{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,7]],"date-time":"2026-02-07T14:07:34Z","timestamp":1770473254481,"version":"3.49.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[1998,6,1]],"date-time":"1998-06-01T00:00:00Z","timestamp":896659200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1998,6]]},"abstract":"<jats:p>This paper investigates the behavior of the maximum \nlikelihood estimator of a Gaussian autoregressive moving \naverage model with a unit root in the moving average polynomial. \nThe results are primarily of interest in testing hypotheses \nthat involve moving average unit roots as, for example, \nwhen testing for stationarity of a series.<\/jats:p>","DOI":"10.1017\/s0266466698143025","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"326-338","source":"Crossref","is-referenced-by-count":5,"title":["ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT"],"prefix":"10.1017","volume":"14","author":[{"given":"B.P.M.","family":"McCabe","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"S.J.","family":"Leybourne","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[1998,6,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698143025","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,8]],"date-time":"2019-04-08T19:47:05Z","timestamp":1554752825000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698143025\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,6]]},"references-count":0,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1998,6]]}},"alternative-id":["S0266466698143025"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698143025","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,6]]}}}