Local and global identification and strong consistency in time series models (Q1148645): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4076(78)90048-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2053809026
@@ Property / OpenAlex ID: W2053809026 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum-Likelihood Estimation of Parameters Subject to Restraints
+Normal rank
@@ Property / cites work @@
+The Identifiability of Linear Econometric Models with Autocorrelated Errors
+Normal rank
@@ Property / cites work @@
+Vector linear time series models
@@ Property / cites work: Vector linear time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for stochastic processes - a martingale approach
+Normal rank
@@ Property / cites work @@
+Q5566913
@@ Property / cites work: Q5566913 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+The Identification Problem for Multiple Equation Systems with Moving Average Errors
+Normal rank
@@ Property / cites work @@
+Q5686840
@@ Property / cites work: Q5686840 / rank @@
+Normal rank
@@ Property / cites work @@
+Time Series Regression with Linear Constraints
@@ Property / cites work: Time Series Regression with Linear Constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Equation Systems with Stationary Errors
@@ Property / cites work: Multiple Equation Systems with Stationary Errors / rank @@
+Normal rank
@@ Property / cites work @@
+On the Global Identification of the Dynamic Simultaneous Equations Model with Stationary Disturbances
+Normal rank
@@ Property / cites work @@
+Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of time domain gaussian estimators
+Normal rank
@@ Property / cites work @@
+The efficient estimation of vector linear time series models
+Normal rank
@@ Property / cites work @@
+A comparison of estimation methods for vector linear time series models
+Normal rank
@@ Property / cites work @@
+Identification in Parametric Models
@@ Property / cites work: Identification in Parametric Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q5593890
@@ Property / cites work: Q5593890 / rank @@
+Normal rank
@@ Property / cites work @@
+Identification and Lack of Identification
@@ Property / cites work: Identification and Lack of Identification / rank @@
+Normal rank