An econometric approach to robust identification for models of inverse dynamic problem

A new computational approach to identification for models of inverse dynamic problem has been proposed. It is based on robust econometric difference and integral identification algorithms. Their approbation is made on real statistical data for n-industrial open macroeconomic system. All models and sub-models have been tested for adequacy and correspondence with reality.

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Year of publication:	2007
Authors:	Filchenko, Dmytro ; D.
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	identification \| inverse dynamic problem \| robust estimation

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C02 - Mathematical Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009019716