A test for the presence of pure feedback in multivariate dynamic stochastic systems

Junji Nakano and Shigemi Tagami

Annals of the Institute of Statistical Mathematics, 1989, vol. 41, issue 4, 765-779

Keywords: Feedback loop; FPE criterion; multivariate autoregressive moving average model; portmanteau statistics; transfer function model (search for similar items in EconPapers)
Date: 1989
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DOI: 10.1007/BF00057740

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