On The Identification and Estimation of Partially Nonstationary ARMAX Systems
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More about this item
KeywordsARMAX; partially nonstationary; Kronecker index theory identification.;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2004-11-07 (Econometrics)
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