Identification Results for Armax Structures (Q3889982)

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scientific article
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English
Identification Results for Armax Structures
scientific article

    Statements

    title
    Identification Results for Armax Structures (English)
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    author
    Robert Kohn
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    published in
    Econometrica
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    publication date
    1979
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    zbMATH Keywords
    Armax models
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    simultaneous equation models
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    identification conditions
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    multiple time series
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    Identifiers

    DOI
    10.2307/1911964
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    62M15
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    zbMATH DE Number
    3696350
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