Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions
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 continuo...| Link(s) zu Dokument(en): | IHS Publikation |
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| Hauptverfasser: | , |
| Format: | Article in Academic Journal PeerReviewed |
| Veröffentlicht: |
The Econometric Society
1979
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| Zusammenfassung: | 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. |
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