The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions

DOI10.1016/0304-4076(78)90087-8zbMath0386.62076OpenAlexW2084403267MaRDI QIDQ1249826

Manfred Deistler

Publication date: 1978

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90087-8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Local parametrizations of ARMAX systems with nonlinear restrictions ⋮ The informative sample size for dynamic multiple equation systems with moving average errors

Cites Work

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• The uniqueness of the transfer function of linear systems from input- output observations
• Identifiability in Linear Models
• The Identifiability of Linear Econometric Models with Autocorrelated Errors
• IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE
• The Identification Problem for Multiple Equation Systems with Moving Average Errors

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