Title

Identification and Estimation of Initial Conditions in Non-Minimal State-Space Models

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2020

Issue

No 4

Authors

Bystrov, Victor

Keywords

identification ; latent variables ; state-space model ; redundancy

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

413-429

Publisher

Oddział PAN w Łodzi

Date

2020.12.22

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2020.136034 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2020; No 4; 413-429