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September 1979 - Volume 47 Issue 5 Page 1295 - 1304


p.1295


Identification Results for Armax Structures

R. Kohn

Abstract

The purpose of this paper is to amend some of Hannan's [6] identification results for ARMAX models and to discuss identification in ARMAX models when identities are present. In addition, we briefly discuss how the ARMAX results can be adapted to obtain identification conditions for dynamic simultaneous equations models with autoregressive disturbances.

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