Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification

Econometrica: Jul, 1983, Volume 51, Issue 4

The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification

https://www.jstor.org/stable/1912058
p. 1187-1208

M. Deistler

ARMAX systems in structural specification are considered. Topological and geometric properties of the parameter space and of the parameterization which are important for the properties of the estimators, regardless of their special form, are investigated and the specification of the maximum lag lengths is discussed.

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December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
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