Narrow search
Showing 1 - 10 of 20
Cover Image
System identifiability from finite time series
Heij, Christiaan - 1991
Persistent link: https://www.econbiz.de/10000842027
Cover Image
System identifiability from finite time series
Heij, Christiaan - 1992
Persistent link: https://www.econbiz.de/10000122466
Cover Image
System identification by dynamic factor models
Heij, Christiaan - 1995
Persistent link: https://www.econbiz.de/10000904952
Cover Image
On the consistency of identification by dynamic factor models
Heij, Christiaan; Scherrer, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000910784
Cover Image
System identification by dynamic factor models
Heij, Christiaan; Scherrer, Wolfgang; Deistler, Manfred - 1998
Persistent link: https://www.econbiz.de/10000977638
Cover Image
Consistency of system identification by global total least squares
Heij, Christiaan; Scherrer, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10000937910
Cover Image
Positivity conditions for stochastic state space modelling of time series
Heij, Christiaan - In: Econometric reviews 11 (1992) 3, pp. 379-396
Persistent link: https://www.econbiz.de/10001133926
Cover Image
Identification of system behaviours by approximation of time series data
Scherrer, Wolfgang; Heij, Christiaan - 1997
Persistent link: https://www.econbiz.de/10000964990
Cover Image
Estimated parameters do not get the "wrong sign" due to collinearity across included variables
Franses, Philip Hans (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658835
Cover Image
System dynamics in economic and financial models
Heij, Christiaan (ed.); Schumacher, Hans (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10013491170