Pages that link to "Item:Q4118935"
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The following pages link to The Identifiability of Linear Econometric Models with Autocorrelated Errors (Q4118935):
Displayed 9 items.
- The uniqueness of the transfer function of linear systems from input- output observations (Q760711) (← links)
- Structural time series modeling: A Bayesian approach (Q1095558) (← links)
- Identification of simultaneous equation models with measurement errors based on time series structure (Q1118309) (← links)
- Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
- Local identification of ARMAX structures subject to nonlinear constraints (Q1138868) (← links)
- Local and global identification and strong consistency in time series models (Q1148645) (← links)
- The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions (Q1249826) (← links)
- First-order identification in linear models (Q1250671) (← links)
- Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)