Identification for a Linear Dynamic Simultaneous Error-Shock Model

DOI10.2307/2525776MaRDI QIDQ4127842zbMATH OpenOpenAlexFDO

Authors Cheng Hsiao

Publication date 1977

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525776

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cited in

(5)

• Identification of stochastic linear systems in presence of input noise
• Measurement errors and censored structural latent variables models
• IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS
• Errors-in-variables methods in system identification
• Consistent estimation for some nonlinear errors-in-variables models

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