Global identification of the dynamic shock-error model
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Publication:760997
DOI10.1016/0304-4076(85)90088-0zbMATH Open0556.62089OpenAlexW1979300460MaRDI QIDQ760997FDOQ760997
Publication date: 1985
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(85)90088-0
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Cites Work
Cited In (8)
- Asymptotic properties of estimators for autoregressive models with errors in variables
- Errors-in-variables methods in system identification
- Identification of simultaneous equation models with measurement errors based on time series structure
- The identification of multivariate linear dynamic errors-in-variables models
- Identification of the dynamic shock-error model with autocorrelated errors
- Dynamic deconvolution and identification of independent autoregressive sources
- LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES
- Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables
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