scientific article
From MaRDI portal
Publication:3030097
zbMath0626.62110MaRDI QIDQ3030097
No author found.
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jacobiannonlinear equationsnecessary conditionautoregressive or autoregressive moving average disturbancesautoregressive transformationfactorisation of a matrix polynomiallagged endogenous and exogenous variableslocal unidentifiability of parametric modelslocally identifiablemultiple equation linear econometric model
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)
Related Items (4)
VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN ⋮ Finite underidentification ⋮ Underidentification? ⋮ A unifying framework for analysing common cyclical features in cointegrated time series
This page was built for publication: