- Open and closed linear dynamic systems are formulated and considered for stationary and integrated data processes. A typology of linear dynamic systems is developed, extending that available for individual dynamic equations. Then an overlapping typology of models of these systems is examined and methods for analyzing econometric models are described. General to simple modelling strategies are briefly considered
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- Peer reviewed
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- Elsevier Science B.V.
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- © 1996—Elsevier Science B.V. All rights reserved. NOTICE: this is the author's version of a work that was accepted for publication in Journal of Statistical Planning and Inference. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Statistical Planning and Inference, 49, 2, (15 January 1996), DOI#10.1016/0378-3758(95)00036-4
Typologies of linear dynamic systems and models.
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