Publication:3030097
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zbMath0626.62110MaRDI QIDQ3030097
No author found.
Publication date: 1983
Jacobian; nonlinear equations; necessary condition; autoregressive or autoregressive moving average disturbances; autoregressive transformation; factorisation of a matrix polynomial; lagged endogenous and exogenous variables; local unidentifiability of parametric models; locally identifiable; multiple equation linear econometric model
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E12: Identification in stochastic control theory
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