Identifiability and Problems of Model Selection for Time-Series Analysis in Econometrics.

Abstract

Identification and model selection in econometrics are examined from a system theoretic point of view. A critical study of the existing techniques in econometrics is carried out through several examples from literature. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1980
Accession Number
ADA096965

Entities

People

  • R. E. Kalman

Organizations

  • University of Florida

Tags

Communities of Interest

  • Ground and Sea Platforms

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Differential Equations
  • Economic Analysis
  • Economic Models
  • Economic Policy
  • Economics
  • Equations
  • Identification
  • Linear Systems
  • Mathematical Analysis
  • Mathematical Filters
  • Probability
  • Probability Distributions
  • Random Variables
  • Statistics
  • Stochastic Processes

Readers

  • Statistical inference.