Global identification of the dynamic shock-error model
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Cites work
- scientific article; zbMATH DE number 3940575 (Why is no real title available?)
- scientific article; zbMATH DE number 3576618 (Why is no real title available?)
- IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
- Identification in dynamic shock-error models
- Identification of the dynamic shock-error model with autocorrelated errors
Cited in
(9)- Asymptotic properties of estimators for autoregressive models with errors in variables
- Measurement errors in dynamic models
- Errors-in-variables methods in system identification
- Identification of the dynamic shock-error model with autocorrelated errors
- LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES
- Identification of simultaneous equation models with measurement errors based on time series structure
- Dynamic deconvolution and identification of independent autoregressive sources
- Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables
- The identification of multivariate linear dynamic errors-in-variables models
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