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Journal Article Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study Get access D. F. Hendry, D. F. Hendry University of SouthamptonLondon School of Economics Search for other works by this author on: Oxford Academic Google Scholar P. K. Trivedi P. K. Trivedi University of Southampton Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 39, Issue 2, April 1972, Pages 117–145, https://doi.org/10.2307/2296866 Published: 01 April 1972
Hendry et al. (Sat,) studied this question.