An econometric approach to robust identification for models of inverse dynamic problem

Dmytro Filchenko ()

MPRA Paper from University Library of Munich, Germany

Abstract: A new computational approach to identification for models of inverse dynamic problem has been proposed. It is based on robust econometric difference and integral identification algorithms. Their approbation is made on real statistical data for n-industrial open macroeconomic system. All models and sub-models have been tested for adequacy and correspondence with reality.

Keywords: identification; inverse dynamic problem, robust estimation (search for similar items in EconPapers)
JEL-codes: C02 (search for similar items in EconPapers)
Date: 2007, Revised 2007
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Published in Bulletin of Sumy State University. Technical Sciences 4 (2007): pp. 87-93

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:30761

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