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ARMAX-Model Parameter Identification without and with Latent Variables

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  • Wegge, Leon L.F.

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  • Wegge, Leon L.F., 1981. "ARMAX-Model Parameter Identification without and with Latent Variables," Working Papers 225920, University of California, Davis, Department of Economics.
    • Handle: RePEc:ags:ucdewp:225920
    DOI: 10.22004/ag.econ.225920
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    File URL: https://ageconsearch.umn.edu/record/225920/files/agecon-ucdavis-81-178.pdf
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    References listed on IDEAS

    as
    1. Deistler, Manfred & Seifert, Hans-Gunther, 1978. "Identifiability and Consistent Estimability in Econometric Models," Econometrica, Econometric Society, vol. 46(4), pages 969-980, July.
    2. Deistler, Manfred & Schrader, Jurgen, 1979. "Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions," Econometrica, Econometric Society, vol. 47(2), pages 495-504, March.
    3. 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.
    4. Kohn, R, 1979. "Identification Results for ARMAX Structures," Econometrica, Econometric Society, vol. 47(5), pages 1295-1304, September.
    5. L.L. Wegge, 1991. "Identification with latent variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 45(2), pages 121-143, June.
    6. Deistler, Manfred, 1978. "The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions," Journal of Econometrics, Elsevier, vol. 8(1), pages 23-31, August.
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