The Identifiability of Linear Econometric Models with Autocorrelated Errors

DOI10.2307/2526063MaRDI QIDQ4118935zbMATH OpenOpenAlexFDO

Authors Manfred Deistler

Publication date 1976

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

Full work available at URL https://doi.org/10.2307/2526063

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60)

Cited in

(9)

• Structural time series modeling: A Bayesian approach
• Identification of simultaneous equation models with measurement errors based on time series structure
• Large sample estimation and testing procedures for dynamic equation systems
• Local identification of ARMAX structures subject to nonlinear constraints
• Local and global identification and strong consistency in time series models
• The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
• First-order identification in linear models
• Identification of DSGE models -- the effect of higher-order approximation and pruning
• The uniqueness of the transfer function of linear systems from input- output observations

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