Publisher Summary This chapter discusses latent variable models in econometrics. The
essential characteristic of a latent variable is revealed by the fact that the system of linear …

This book presents an overview of the different errors-in-variables (EIV) methods that can be
used for system identification. Readers will explore the properties of an EIV problem. Such …

Identification, Equivalent Models, and Computer Algebra provides information pertinent to
computer algebra. This book presents a brief discussion of the commutation matrix, an …

This paper is concerned with the identifiability of scalar linear dynamic errors‐in‐variables
systems. The analysis is based on second moments only. The set of feasible systems …

There has been substantial research carried out on the errors in variables (EIV) identifiability
problem for dynamic systems. These results are spread across a significant volume of …

This article studies the sensitivity of Granger causality to the addition of noise, the
introduction of subsampling, and the application of causal invertible filters to weakly …

This paper gives a survey of some recent results on problems of identifiability (or, more
general, of the relation between the observations and certain system characteristics) for …

Seasonally adjusted monetary aggregate data as published by the Federal Reserve, are
subject to large revisions, which can be interpreted as error in the preliminary measures …

Linear dynamical systems where both inputs and outputs are contaminated by errors are
considered. A characterization of the sets of all observationally equivalent transfer functions …

Empirical analysis often involves using inexact measures of the predictors suggested by
economic theory. The bias created by the correlation between the mismeasured regressors …