THE PROPERTIES OF THE PARAMETERIZATION OF ARMAX SYSTEMS AND THEIR RELEVANCE FOR STRUCTURAL ESTIMATION AND DYNAMIC SPECIFICATION

被引:19
|
作者
DEISTLER, M [1 ]
机构
[1] VIENNA TECH UNIV,A-1040 VIENNA,AUSTRIA
关键词
D O I
10.2307/1912058
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:1187 / 1207
页数:21
相关论文
共 50 条
  • [31] STRUCTURAL PROPERTIES OF DYNAMIC SYSTEMS AND INVERSE PROBLEMS OF MATHEMATICAL PHYSICS
    Borukhov, V. T.
    Timoshpol'skii, V. I.
    Zayats, G. M.
    Andrianov, D. N.
    Tsurkoa, V. A.
    JOURNAL OF ENGINEERING PHYSICS AND THERMOPHYSICS, 2005, 78 (02) : 201 - 215
  • [32] STRUCTURAL CHANGES OF POWER SYSTEMS AND CORRESPONDING CHANGES OF THEIR DYNAMIC PROPERTIES
    Butkevych O.F.
    Hurieieva T.M.
    Yunieieva N.T.
    Technical Electrodynamics, 2023, 2023 (06): : 54 - 64
  • [33] A method of robust fault detection for dynamic systems by using Quasi-ARMAX modeling
    Kumamaru, K
    Hu, J
    Inoue, K
    Söderström, T
    (SYSID'97): SYSTEM IDENTIFICATION, VOLS 1-3, 1998, : 1157 - 1162
  • [34] On the specification and estimation of large scale simultaneous structural macroeconometric models
    Chen P.
    Frohn J.
    Allgemeines Statistisches Archiv, 2006, 90 (1): : 9 - 25
  • [35] Structural Equation Modeling of Social Networks: Specification, Estimation, and Application
    Liu, Haiyan
    Jin, Ick Hoon
    Zhang, Zhiyong
    MULTIVARIATE BEHAVIORAL RESEARCH, 2018, 53 (05) : 714 - 730
  • [36] Subtle issues in model specification and estimation of marginal structural models
    Yang, Wei
    Joffe, Marshall M.
    PHARMACOEPIDEMIOLOGY AND DRUG SAFETY, 2012, 21 (03) : 241 - 245
  • [37] DYNAMIC COMMODITY MODELS - SPECIFICATION, ESTIMATION, AND SIMULATION - LABYS,WC
    TEWES, T
    WELTWIRTSCHAFTLICHES ARCHIV-REVIEW OF WORLD ECONOMICS, 1975, 111 (02): : 398 - 399
  • [38] DYNAMIC COMMODITY MODELS - SPECIFICATION, ESTIMATION AND SIMULATION - LABYS,WC
    HEADY, EO
    JOURNAL OF ECONOMIC LITERATURE, 1975, 13 (02) : 539 - 541
  • [39] THE SPECIFICATION AND ESTIMATION OF DYNAMIC STOCHASTIC DISCRETE CHOICE MODELS - A SURVEY
    ECKSTEIN, Z
    WOLPIN, KI
    JOURNAL OF HUMAN RESOURCES, 1989, 24 (04) : 562 - 598
  • [40] Commentary - Triangular structural model specification and estimation with application to causality
    Hausman, JA
    JOURNAL OF ECONOMETRICS, 2003, 112 (01) : 107 - 113