A note on gensys’ minimality

Saccal, Alessandro (2020): A note on gensys’ minimality.

Abstract

gensys’ non-minimality is shown analytically and necessary and sufficient conditions for vector autoregression representations of states in outputs are presented.

• Item Type: MPRA Paper
• Language: English
• Keywords: gensys; minimality; state space.
• Subjects: C - Mathematical and Quantitative Methods > C0 - General > C02 - Mathematical Methods; C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables > C32 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes ; State Space Models

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