Identification of linear stochastic models with covariance restrictions

DOI10.1016/0304-4076(86)90047-3zbMath0594.62115MaRDI QIDQ1077122

Paul A. Bekker, D. Stephen G. Pollock

Publication date: 1986

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

Full work available at URL: https://pure.uvt.nl/portal/en/publications/identification-of-linear-stochastic-models-with-covariance-restrictions(3115d62d-f612-42b4-b0d2-e15b62094310).html

zbMATH Keywords

identification; covariance restrictions; recursively decomposable restrictions; systems of linear structural equations; uncorrelated disturbances

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

Related Items

Identification of simultaneous equation models with measurement error: a computerized evaluation, A Gibbs sampler for structural vector autoregressions, Identification in restricted factor models and the evaluation of rank conditions, On the identification of restricted factor loading matrices: An alternative condition, Equivalent models in covariance structure analysis, A note on the identification of restricted factor loading matrices

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