Model order estimation and system identification theory and application to the modelling of 32P kenetics within the trophogenic zone of a small lake

On the identification of cointegrated sy

On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices

✍ Jennifer V Greenslade; Stephen G Hall; S.G.Brian Henry 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 156 KB

This paper discusses the practical application of identiÿcation in cointegrated systems. It will argue that in a common realistic modelling situation of a limited data set and the theory requirements of a fairly rich model, the techniques proposed in the existing literature are almost impossible to