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An econometric approach to robust identification for models of inverse dynamic problem

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  • Filchenko, Dmytro / D.

Abstract

A new computational approach to identification for models of inverse dynamic problem has been proposed. It is based on robust econometric difference and integral identification algorithms. Their approbation is made on real statistical data for n-industrial open macroeconomic system. All models and sub-models have been tested for adequacy and correspondence with reality.

Suggested Citation

  • Filchenko, Dmytro / D., 2007. "An econometric approach to robust identification for models of inverse dynamic problem," MPRA Paper 30761, University Library of Munich, Germany, revised 2007.
    • Handle: RePEc:pra:mprapa:30761
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    References listed on IDEAS

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    1. Maurice Obstfeld & Kenneth S. Rogoff, 1996. "Foundations of International Macroeconomics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262150476, April.
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    More about this item

    Keywords

    identification; inverse dynamic problem; robust estimation;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics

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