scientific article; zbMATH DE number 3576618

zbMath0369.62104MaRDI QIDQ4148720

Dennis J. Aigner, Agustin Maravall

Publication date: 1977

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (6)

Identification of simultaneous equation models with measurement errors based on time series structure ⋮ Vector autoregressive models with measurement errors for testing Granger causality ⋮ Maximum likelihood estimation of the dynamic shock-error model ⋮ Global identification of the dynamic shock-error model ⋮ Identification of the dynamic shock-error model with autocorrelated errors ⋮ The identification of multivariate linear dynamic errors-in-variables models

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