scientific article; zbMATH DE number 6811489

MaRDI QIDQ4593688zbMATH OpenFDO

Authors Maozu Lu, Grayham E. Mizon, David F. Hendry

Publication date 22 November 2017

zbMATH Keywords

model identification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical ranking and selection procedures (62F07)

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Cited in

(6)

• A note on algebraic solutions to identification
• Identifying a model from data using Beltrami's matrix decomposition
• Model structure identification and the growth of knowledge
• The Identification of Structural Characteristics
• Determining the parametric structure of models
• Granger causality, exogeneity, cointegration, and economic policy analysis

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