A test for the presence of pure feedback in multivariate dynamic stochastic systems
| Year of publication: |
1989
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|---|---|
| Authors: | Nakano, Junji ; Tagami, Shigemi |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 41.1989, 4, p. 765-779
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| Publisher: |
Springer |
| Subject: | Feedback loop | FPE criterion | multivariate autoregressive moving average model | portmanteau statistics | transfer function model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169219