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Local identification of ARMAX structures subject to nonlinear constraints

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  • R. Kohn

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  • R. Kohn, 1980. "Local identification of ARMAX structures subject to nonlinear constraints," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 27(1), pages 35-41, December.
    • Handle: RePEc:spr:metrik:v:27:y:1980:i:1:p:35-41
    DOI: 10.1007/BF01893575
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    References listed on IDEAS

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    1. Deistler, Manfred, 1976. "The Identifiability of Linear Econometric Models with Autocorrelated Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(1), pages 26-46, February.
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    Cited by:

    1. Tigelaar, H.H., 1983. "Identification of noisy linear systems with multiple ARMA inputs," Other publications TiSEM 51018fe5-aac0-4522-a275-e, Tilburg University, School of Economics and Management.
    2. Tigelaar, H.H., 1983. "Identification of noisy linear systems with multiple ARMA inputs," Research Memorandum FEW 126, Tilburg University, School of Economics and Management.

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