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Solution sets for linear dynamic errors‐in‐variables models

Author

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  • W. Scherrer
  • M. Deistler
  • M. Kopel
  • W. Reitgruber

Abstract

In the paper solution sets for linear dynamic errors‐in‐variables (or factor‐) models with uncorrelated error components are analysed. Special emphasis is given to the description of the set of all systems compatible with given second moments of the observations for the case of three‐ and four‐ dimensional observations

Suggested Citation

  • W. Scherrer & M. Deistler & M. Kopel & W. Reitgruber, 1991. "Solution sets for linear dynamic errors‐in‐variables models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 45(4), pages 391-404, December.
    • Handle: RePEc:bla:stanee:v:45:y:1991:i:4:p:391-404
    DOI: 10.1111/j.1467-9574.1991.tb01318.x
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    Cited by:

    1. Molua, Ernest L., 2005. "The economics of tropical agroforestry systems: the case of agroforestry farms in Cameroon," Forest Policy and Economics, Elsevier, vol. 7(2), pages 199-211, February.

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