Identifying restrictions of linear equations with applications to simultaneous equations and cointegration (Q1899243): Difference between revisions

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Revision as of 06:09, 5 March 2024

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Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
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    Identifying restrictions of linear equations with applications to simultaneous equations and cointegration (English)
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    5 March 1996
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    cointegration
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    FIML
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    Hall's theorem
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    full information maximum likelihood
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    identification
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    simultaneous equations
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    rank condition
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    linear restrictions
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