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

DOI10.1016/0304-4076(94)01664-LzbMath0832.62100MaRDI QIDQ1899243

Søren Glud Johansen

Publication date: 5 March 1996

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

zbMATH Keywords

identification; cointegration; simultaneous equations; linear restrictions; Hall's theorem; full information maximum likelihood; rank condition; FIML

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

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