scientific article; zbMATH DE number 3283198
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Publication:5566913
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(36)- Large sample estimation and testing procedures for dynamic equation systems
- Local and global identification and strong consistency in time series models
- Some identification and estimation results for regression models with stochastically varying coefficients
- Some properties of the parameterization of ARMA systems with unknown order
- Identification of stochastic linear systems in presence of input noise
- Z-transform and identification of linear econometric models with autocorrelated errors
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
- The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
- First-order identification in linear models
- FIML estimation of the dynamic simultaneous equations model with ARMA disturbances
- The identification of multivariate linear dynamic errors-in-variables models
- Model sets and parametrizations for identification of multivariable equation error models
- Identifiability and persistent excitation in full matrix fraction parameter estimation
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
- A goodness-of-fit test for VARMA\((p, q)\) models
- Estimation and forecasting in vector autoregressive moving average models for rich datasets
- Time series analysis and simultaneous equation econometric models
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis
- Hankel matrices for system identification
- Identification theory for high dimensional static and dynamic factor models
- scientific article; zbMATH DE number 4039069 (Why is no real title available?)
- The vector innovations structural time series framework
- Two canonical VARMA forms: scalar component models vis-à-vis the echelon form
- Identifiability conditions for generalised STARMA models
- Linear bootstrap methods for vector autoregressive moving-average models
- A new diagnostic tool for VARMA\((p,q)\) models
- Optimal instrumental-variable methods for identification of multivariable linear systems
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application
- Vector moving average models: a review
- Instrumental variables inference in a small-dimensional VAR model with dynamic latent factors
- Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
- The decomposition and measurement of the interdependency between second- order stationary processes
- Recursive identification for EIV ARMAX systems
- A test for the presence of pure feedback in multivariate dynamic stochastic systems
- Outliers in a multivariate autoregressive moving-average process
- Exact maximum likelihood estimation of structured or unit root multivariate time series models
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