The Identification Problem for Multiple Equation Systems with Moving Average Errors
From MaRDI portal
Publication:5652084
DOI10.2307/1909577zbMath0241.62049OpenAlexW2089974865MaRDI QIDQ5652084
Publication date: 1971
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1909577
Related Items (36)
The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case ⋮ Structural time series modeling: A Bayesian approach ⋮ SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS ⋮ The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation ⋮ DSGE pileups ⋮ A COMPARATIVE STUDY ON THE USE OF STATE‐SPACE REPRESENTATIONS FOR MULTIVARIABLE ECONOMIC SYSTEMS AND THE STRUCTURAL PROPERTIES ⋮ VARMA representation of DSGE models ⋮ Properties of the parametrization of monic ARMA systems ⋮ Large sample estimation and testing procedures for dynamic equation systems ⋮ Estimation of vector Armax models ⋮ Local and global identification and strong consistency in time series models ⋮ Identifiability conditions for Generalised STARMA models ⋮ THE ET INTERVIEW: ADRIAN PAGAN ⋮ Exact modelling and identifiability of linear systems ⋮ Modeling data revisions: measurement error and dynamics of ``true values ⋮ IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS ⋮ The informative sample size for dynamic multiple equation systems with moving average errors ⋮ Z-transform and identification of linear econometric models with autocorrelated errors ⋮ Identification in statistical inference ⋮ Informative sampling for multivariate ARMAX systems ⋮ On identifiability of parametric statistical models ⋮ The evaluation of exact maximum likelihood estimates for varma models ⋮ The construction and estimation of continuous time models and discrete approximations in econometrics ⋮ A controlled linearized Kalman filter for economic forecasting and adaptive modelling ⋮ Identification theory for high dimensional static and dynamic factor models ⋮ The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions ⋮ First-order identification in linear models ⋮ FIML estimation of the dynamic simultaneous equations model with ARMA disturbances ⋮ Optimal predictor for a singular random process ⋮ MEASUREMENT ERRORS IN DYNAMIC MODELS ⋮ The uniqueness of the transfer function of linear systems from input- output observations ⋮ The common structure of parametrizations for linear systems ⋮ Identifiability criteria for Muth-rational expectations models ⋮ Time series analysis and simultaneous equation econometric models ⋮ ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS ⋮ The identification of multivariate linear dynamic errors-in-variables models
This page was built for publication: The Identification Problem for Multiple Equation Systems with Moving Average Errors