Identification for a Linear Dynamic Simultaneous Error-Shock Model

DOI10.2307/2525776zbMath0356.62084OpenAlexW2057930490MaRDI QIDQ4127842

Cheng Hsiao

Publication date: 1977

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525776

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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