Identification of simultaneous equation models with measurement errors based on time series structure

DOI10.1016/0304-4076(89)90088-2zbMath0668.62068OpenAlexW2037845849MaRDI QIDQ1118309

Eugen Nowak

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90088-2

zbMATH Keywords

global identifiabilityautocorrelated errorssimultaneous equation systemrank conditioncross- correlated errorsmultivariate ARMAX errors- in-variables modelsnon-autocorrelated exogenous variablestime series structure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

The identification of multivariate linear dynamic errors-in-variables models

Cites Work

• Unnamed Item
• Global identification of the dynamic shock-error model
• Identification of simultaneous equation models with measurement error
• Identification in dynamic shock-error models
• Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• The Identifiability of Linear Econometric Models with Autocorrelated Errors
• Efficient Estimation of a Dynamic Error-Shock Model

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