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Identification of noisy linear systems with multiple ARMA inputs

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  • Tigelaar, H.H.

    (Tilburg University, Faculty of Economics)

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Suggested Citation

  • Tigelaar, H.H., 1983. "Identification of noisy linear systems with multiple ARMA inputs," Research Memorandum FEW 126, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiurem:51018fe5-aac0-4522-a275-ecb663ff2032
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    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. Tigelaar, H.H., 1982. "The informative sample size for dynamic multiple equation systems with moving average errors," Other publications TiSEM ceb082eb-a297-44dd-858f-4, Tilburg University, School of Economics and Management.
    4. Tigelaar, H.H., 1982. "The informative sample size for dynamic multiple equation systems with moving average errors," Research Memorandum FEW 113, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Oomens, W.J., 1983. "The economic interpretation of the advertising effect of Lydia Pinkham," Other publications TiSEM 4b034c5c-e34a-486a-89f7-d, Tilburg University, School of Economics and Management.
    2. Oomens, W.J., 1983. "The economic interpretation of the advertising effect of Lydia Pinkham," Research Memorandum FEW 134, Tilburg University, School of Economics and Management.

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