Solution sets for linear dynamic errors‐in‐variables models*

Wolfgang Scherrer (), M. Deistler, Michael Kopel and W. Reitgruber

Statistica Neerlandica, 1991, vol. 45, issue 4, 391-404

Abstract: In the paper solution sets for linear dynamic errors‐in‐variables (or factor‐) models with uncorrelated error components are analysed. Special emphasis is given to the description of the set of all systems compatible with given second moments of the observations for the case of three‐ and four‐ dimensional observations

Date: 1991
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