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A method for approximate representation of vector-valued time series and its relation to two alternatives
Aoki, Masanao - In: Journal of econometrics 42 (1989) 2, pp. 181-199
Persistent link: https://www.econbiz.de/10001071075
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An instrumental variables interpretation of linear systems theory estimation
Havenner, Arthur - In: Journal of economic dynamics & control 12 (1988) 1, pp. 49-54
Persistent link: https://www.econbiz.de/10001046149
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State space modeling of multiple time series
Aoki, Masanao - In: Econometric reviews 10 (1991) 1, pp. 1-59
Persistent link: https://www.econbiz.de/10001104672
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Approximate state space models of some vector-valued macroeconomic time series for cross-country comparisons
Aoki, Masanao - In: Journal of economic dynamics & control 10 (1986) 1, pp. 149-155
Persistent link: https://www.econbiz.de/10001027228