On the Global Identification of the Dynamic Simultaneous Equations Model with Stationary Disturbances

DOI10.2307/2525995zbMath0324.62073OpenAlexW2079252456MaRDI QIDQ4088177

Michio Hatanaka

Publication date: 1975

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525995

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic analysis (60H99)

Related Items (7)

Large sample estimation and testing procedures for dynamic equation systems ⋮ Local and global identification and strong consistency in time series models ⋮ IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS ⋮ The informative sample size for dynamic multiple equation systems with moving average errors ⋮ First-order identification in linear models ⋮ FIML estimation of the dynamic simultaneous equations model with ARMA disturbances ⋮ The uniqueness of the transfer function of linear systems from input- output observations

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