Ratsimalahelo, Zaka; CNRS, Laboratoire d'analyse et de techniques économiques, Dijon, FRA; Université de Dijon, Laboratoire d'analyse et de techniques économiques, Dijon, FRA
(1996)
In this paper concepts and techniques from system theory are used to obtain state-space (Markovian ) models of dynamic economic processes instead of the usual VARMA models. In this respect the concept of state is reviewed ...