Identifying restrictions of linear equations with applications to simultaneous equations and cointegration

Recommendations

Simultaneous equations with covariance restrictions
A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
Identification of linear stochastic models with covariance restrictions
On the efficient estimation of simultaneous equations with covariance restrictions
Inference of seasonal cointegration with linear restrictions
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
Identifying, estimating and testing restricted cointegrated systems: An overview

Cites work

scientific article; zbMATH DE number 3174052 (Why is no real title available?)
scientific article; zbMATH DE number 3534506 (Why is no real title available?)
A THEOREM ON INDEPENDENCE RELATIONS
Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Estimation for Partially Nonstationary Multivariate Autoregressive Models
Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
How common is identification in parametric models?
Identification of the long-run and the short-run structure. An application to the ISLM model
On Representatives of Subsets
Optimal Inference in Cointegrated Systems
Statistical analysis of cointegration vectors
The death of a mathematical theory. A study in the sociology of knowledge

Cited in

(31)

On Identification with Covariance Restrictions: A Correction and an Extension
On the admissible transformation view on identification for a linear simultaneous equation model
Identification and estimation of non-Gaussian structural vector autoregressions
Structural relations, cointegration and identification: Some simple results and their application
Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration
Method‐of‐moment view of linear simultaneous equation systems
Common trends and cycles in I(2) VAR systems
A unifying framework for analysing common cyclical features in cointegrated time series
Some identification problems in the cointegrated vector autoregressive model
LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
Accelerated estimation of switching algorithms: the cointegrated VAR model and other applications
Simultaneous equations with covariance restrictions
A survey of exogeneity in vector error correction models
Inference on co-integration parameters in heteroskedastic vector autoregressions
On the Nature and Number of the Constraints on the Reduced Form as Implied by the Structural Form
LONG-RUN STRUCTURAL MODELLING
scientific article; zbMATH DE number 3932265 (Why is no real title available?)
Efficient inference on cointegration parameters in structural error correction models
On the interpretation and identification of simultaneous-equation models
Dynamic adjustment cost models with forward‐looking behaviour
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
Haavelmo's probability approach and the cointegrated VAR
Trygve Haavelmo's experimental methodology and scenario analysis in a cointegrated vector autoregression
Trend stationarity in the \(I(2)\) cointegration model.
IDENTIFICATION OF COVARIANCE STRUCTURES
Simultaneous equations in ordered discrete responses with regressor‐dependent thresholds
Identifying restrictions for finite parameter continuous time models with discrete time data
Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks.
Search frictions and evolving labour market dynamics
Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model

This page was built for publication: Identifying restrictions of linear equations with applications to simultaneous equations and cointegration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1899243)