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The uniqueness of the transfer function of linear systems from input-output observations

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  • M. Deistler
  • B. Pötscher
  • J. Schrader

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  • M. Deistler & B. Pötscher & J. Schrader, 1984. "The uniqueness of the transfer function of linear systems from input-output observations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 31(1), pages 157-181, December.
    • Handle: RePEc:spr:metrik:v:31:y:1984:i:1:p:157-181
    DOI: 10.1007/BF01915197
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    References listed on IDEAS

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    1. Hatanaka, Michio, 1975. "On the Global Identification of the Dynamic Simultaneous Equations Model with Stationary Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(3), pages 545-554, October.
    2. 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.
    3. Hannan, E J, 1971. "The Identification Problem for Multiple Equation Systems with Moving Average Errors," Econometrica, Econometric Society, vol. 39(5), pages 751-765, September.
    4. Hannan, E. J. & Dunsmuir, W. T. M. & Deistler, M., 1980. "Estimation of vector ARMAX models," Journal of Multivariate Analysis, Elsevier, vol. 10(3), pages 275-295, September.
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