Z-transform and identification of linear econometric models with autocorrelated errors

DOI10.1007/BF01899710zbMath0303.62076OpenAlexW2093514525MaRDI QIDQ1216145

Manfred Deistler

Publication date: 1975

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175650

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation and detection in stochastic control theory (93E10) Trade models (91B60) General systems theory (93A99) Stochastic analysis (60H99)

Related Items (3)

Noncausal vector autoregressive process: representation, identification and semi-parametric estimation ⋮ Large sample estimation and testing procedures for dynamic equation systems ⋮ FIML estimation of the dynamic simultaneous equations model with ARMA disturbances

Cites Work

• The death of a mathematical theory. A study in the sociology of knowledge
• The Maximum Likelihood Estimation of Economic Relationships with Autoregressive Residuals
• The Identification Problem for Multiple Equation Systems with Moving Average Errors
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