The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification
ARMAX systems in structural specification are considered. Topological and geometric properties of the parameter space and of the parameterization which are important for the properties of the estimators, regardless of their special form, are investigated and the specification of the maximum lag leng...| Link(s) zu Dokument(en): | IHS Publikation |
|---|---|
| 1. Verfasser: | |
| Format: | Article in Academic Journal PeerReviewed |
| Veröffentlicht: |
The Econometric Society
1983
|
| Zusammenfassung: | ARMAX systems in structural specification are considered. Topological and geometric properties of the parameter space and of the parameterization which are important for the properties of the estimators, regardless of their special form, are investigated and the specification of the maximum lag lengths is discussed. |
|---|