Identification in dynamic shock-error models
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Publication:1253518
zbMath0396.62086MaRDI QIDQ1253518
Publication date: 1979
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Dynamic Shock-Error ModelsEconometric IdentificationSystem of Covariance EquationsTime Domain Approach
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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