Global identification of the dynamic shock-error model (Q760997): Difference between revisions
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Revision as of 01:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global identification of the dynamic shock-error model |
scientific article |
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Global identification of the dynamic shock-error model (English)
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1985
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The paper gives (necessary and sufficient) conditions for the global identifiability of dynamic regression models with errors in the variables. The conditions are simple counting rules combining the order parameters of a model. They are counterparts of conditions previously established for local identifiability in a series of papers.
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global identifiability of dynamic regression models with errors in the variables
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counting rules
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