Roy S. Smith
1994.8.1ECONOMETRIC THEORY
tlooto Summary
The three main "modules" of system identification, namely structure theory (e.g., identifiability and parametrization), estimation for given dynamic specifications, and model structure determination and model validation are treated in detail are treated.
Abstract
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Citation format
SMITH, Roy S. BOOK REVIEW SYSTEM IDENTIFICATION. ECONOMETRIC THEORY, 1994, 10: 813–815.