Some observations on instrumental variable methods of time-series analysis

DOI10.1080/00207177608922186zbMath0324.93038OpenAlexW2043236033MaRDI QIDQ4088700

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Publication date: 1976

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177608922186

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Estimation and detection in stochastic control theory (93E10) General systems (93A10)

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