Identifying restrictions of linear equations with applications to simultaneous equations and cointegration (Q1899243)
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scientific article; zbMATH DE number 803353
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| English | Identifying restrictions of linear equations with applications to simultaneous equations and cointegration |
scientific article; zbMATH DE number 803353 |
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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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0.87050396
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0.8703412
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0.8674208
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0.8579876
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0.8546697
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0.85339624
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