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Robust Estimation of ARMA Models with Near Root Cancellation

https://doi.org/10.2139/ssrn.2286799
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1 of 12 checkable references need attention · checked 2026-08-28

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.2307/2291091
The 11 checked references that resolve
resolves10.1016/0304-4076(80)90013-5
Finite sample properties of estimators for autoregressive moving average models
resolves10.1016/0304-4076(94)90063-9
Bayes inference in regression models with ARMA (p, q) errors
resolves10.1198/016214501750332848
Marginal Likelihood From the Metropolis–Hastings Output
resolves10.1214/aos/1176345144
The Estimation of the Order of an ARMA Process
resolves10.1111/j.1468-0262.2007.00785.x
Least Squares Model Averaging
resolves10.1016/j.jeconom.2008.08.022
Least-squares forecast averaging
resolves10.1214/ss/1009212814
Correction to: ``Bayesian model averaging: a tutorial'' [Statist. Sci. 14 (1999), no. 4, 382--417; MR 2001a:62033]
resolves10.1198/jasa.2011.tm09478
Optimal Weight Choice for Frequentist Model Average Estimators
resolves10.1016/j.jeconom.2006.05.014
The zero-information-limit condition and spurious inference in weakly identified models
resolves10.1257/0002828042002570
Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach
resolves10.1111/j.1467-9892.2004.00380.x
Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes
The 1 reference without a DOI — listed, not checked
no DOI — not checkedref7
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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