Abstract
We want to select a model from a prescribed class of models which best “reproduces” observed data, given the same set of exogenous input sequences. This is the subject of identification.
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© 1983 Springer-Verlag Berlin Heidelberg
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Aoki, M. (1983). Identification. In: Notes on Economic Time Series Analysis: System Theoretic Perspectives. Lecture Notes in Economics and Mathematical Systems, vol 220. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45565-0_12
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DOI: https://doi.org/10.1007/978-3-642-45565-0_12
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