Deistler, Manfred and Schrader, Jürgen (1979) Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions. Econometrica, 47 (2), pp. 495-504. https://doi.org/10.2307/1914195
Full text not available from this repository.Abstract
The identifiability of linear dynamic models with autocorrelated errors is considered. Without a priori assuming relative left primeness of the structures, global identifiability conditions in the case of affine cross-equation restrictions and local identifiability conditions in the case of continuously differentiable cross-equation restrictions are derived.
Item Type: | Article in Academic Journal |
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Date Deposited: | 12 Jun 2020 09:12 |
Last Modified: | 19 Sep 2024 08:53 |
DOI: | 10.2307/1914195 |
ISSN: | 0012-9682 |
URI: | https://irihs.ihs.ac.at/id/eprint/5358 |