Linear dynamic errors-in-variables models. Some structure theory

DOI10.1016/0304-4076(89)90042-0zbMATH Open0697.62104OpenAlexW1982334443MaRDI QIDQ911205FDOQ911205

Authors: Brian D. O. Anderson, Manfred Deistler 

Publication date: 1989

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90042-0

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zbMATH Keywords

surveyidentifiabilityhigher-order momentsnon-Gaussian caseARMA-modelscausal solutionslinear dynamic errors-in-variables-modelsnoise componentssingle-input-single-output-systemsthree- variables casevector-input-vector-output-systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited In (40)

• Title not available (Why is that?)
• Parameter estimation of stochastic linear systems with noisy input
• Identification of EIV models by compensated PEM
• A confirmatory factor analysis approach for addressing the errors-in-variables problem with colored output noise
• Identification and estimation of dynamic errors-in-variables models
• Approximative weighting for a covariance-matching approach for identifying errors-in-variables systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Errors-in-variables methods in system identification
• A predictive demand model for systems planning, using noisy realization theory
• Measurement errors in dynamic models
• Some asymptotic properties of multivariable models identified by equation error techniques
• Identification of simultaneous equation models with measurement errors based on time series structure
• Title not available (Why is that?)
• On the identifiability of errors-in-variables models with white measurement errors
• The identification of multivariate linear dynamic errors-in-variables models
• Comment on Identification in the Linear Errors in Variables Model
• Title not available (Why is that?)
• The set of observationally equivalent errors-in-variables models
• Identification of dynamic errors-in-variables models
• Identification of multivariable dynamic errors-in-variables system with arbitrary inputs
• Title not available (Why is that?)
• Identification of dynamic systems from noisy data: Single factor case
• Variance analysis of identified linear MISO models having spatially correlated inputs, with application to parallel Hammerstein models
• On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling
• Linear models based on noisy data and the Frisch scheme
• Identifiability of errors in variables dynamic systems
• Solution sets for linear dynamic errors-in-variables models
• Identification of the dynamic shock-error model with autocorrelated errors
• Least-squares parameter estimation of linear systems with noisy input–output data
• Estimation of quantized linear errors-in-variables models
• Identification of multivariable errors in variable models with dynamics
• Title not available (Why is that?)
• A unified framework for EIV identification methods when the measurement noises are mutually correlated
• Some peculiarities of identification in the presence of model errors
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models
• Identification of continuous-time errors-in-variables models
• Errors-in-variables identification in dynamic networks-consistency results for an instrumental variable approach
• Evaluation of the effects of identification errors on the dynamical properties of a process model

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