The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification

Export/share

Deistler, Manfred (1983) The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification. Econometrica, 51 (4), pp. 1187-1207. https://doi.org/10.2307/1912058

Full text not available from this repository.

Official URL: https://doi.org/10.2307/1912058

Abstract

ARMAX systems in structural specification are considered. Topological and geometric properties of the parameter space and of the parameterization which are important for the properties of the estimators, regardless of their special form, are investigated and the specification of the maximum lag lengths is discussed.

Item Type:	Article in Academic Journal
Date Deposited:	05 Jun 2020 07:18
Last Modified:	19 Sep 2024 08:53
DOI:	10.2307/1912058
ISSN:	00129682
URI:	https://irihs.ihs.ac.at/id/eprint/5354

Actions (login required)

: View Item

Altmetric

CORE (COnnecting REpositories)