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An estimation procedure is advanced consisting of a sequence of four ordinary least squares calculations and the asymptotic properties of each step are presented, consistency and asymptotic efficiency being shown. A strategy for the identification of the model structure based on a selection criterion that arises naturally from the last step of the estimation algorithm is also investigated. Consideration is given to the numerical implementation of the techniques discussed, and finally a practical example is employed to illustrate the methods.<\/jats:p>","DOI":"10.1111\/j.2517-6161.1989.tb01746.x","type":"journal-article","created":{"date-parts":[[2018,12,7]],"date-time":"2018-12-07T06:54:32Z","timestamp":1544165672000},"page":"29-46","source":"Crossref","is-referenced-by-count":17,"title":["A Method for the Estimation and Identification of Transfer Function Models"],"prefix":"10.1093","volume":"51","author":[{"given":"D. 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