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Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances - MaRDI portal

Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances (Q3048120)

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Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances
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    Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances (English)
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    1979
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    dynamic simultaneous equations model
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    stationary disturbances
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    random measurement errors
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    frequency domain approach
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    identification
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    estimation
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    economic system
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    time series
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    spectral analysis
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    trivial transformation
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    factorization of spectra
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