The discrete specification of the state-adjustment model when the state is unobservable

Autor:	D. Weiserbs
Rok vydání:	1977
Předmět:	Statistics and Probability Economics and Econometrics Mathematics (miscellaneous) Computer science Econometrics State (functional analysis) Value (mathematics) Unobservable Social Sciences (miscellaneous)
Zdroj:	Empirical Economics. 2:245-251
ISSN:	1435-8921 0377-7332
DOI:	10.1007/bf01760410
Popis:	This note investigates various ways of specifying the state-adjustment model. It is shown that the value of the structural parameters depends on the discrete specification although the estimating form remains unchanged. Consequently, it is important that analysis involving those parameters be carried out using estimates obtained in a mutually consistent specification of the model; failures to do so may result in erroneous conclusions.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::761e42ed3e1d76d851ac6552ce8bc927 https://doi.org/10.1007/bf01760410 Zobrazit plný text záznamu Plný text ve formátu PDF