The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
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Publication:1249826
DOI10.1016/0304-4076(78)90087-8zbMath0386.62076OpenAlexW2084403267MaRDI QIDQ1249826
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
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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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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- IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE
- The Identification Problem for Multiple Equation Systems with Moving Average Errors