System-Theoretic Methods in Economic Modelling I
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9780080372280
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PREFACE

1989 ◽  
pp. vii-viii
Author(s):  
S. MITTNIK

IDENTIFICATION OF A LINEAR SYSTEM FROM INEXACT DATA: A THREE-VARIABLE EXAMPLE††I thank Rudolf E. Kalman for clearing the path. This paper grew out of our collaborative research project on noisy identification. I also thank Arnold Zellner, even though he disagreed with our approach, because he suggested that a strong, convincing example may persuade the statistical profession to reconsider these issues; Leon Korobow for kindly providing the banking data for the numerical example; and Phoebus J. Dhrymes and G. S. Maddala for constructive comments on this material in seminars at Columbia University and the University of Florida. The original version of this paper was written while I was a Senior Economist of the Federal Reserve Bank of New York, which is hereby absolved from any responsibility for it. This paper has been presented in the symposium From Data to Model at the International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria, July 1987 and at the 6th International Conference on Mathematical Modelling, St Louis, Missouri, August 1987.

1989 ◽  
pp. 1285-1304
Author(s):  
C.A. LOS
Keyword(s):  
New York ◽  
Linear System ◽  
Federal Reserve ◽  
International Institute ◽  
Columbia University ◽  
University Of Florida ◽  
Federal Reserve Bank ◽  
Reserve Bank ◽  
Inexact Data ◽  
The University
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