Identification of linear stochastic models with covariance restrictions

Paul Bekker; D.S.G. Pollock

doi:10.1016/0304-4076(86)90047-3

Identification of linear stochastic models with covariance restrictions

Paul Bekker
, D.S.G. Pollock

Research output: Contribution to journal › Article › Academic › peer-review

16 Citations (Scopus)

Abstract

The purpose of this paper is to provide a systematic treatment of the problem of identification in systems of linear structural equations where some of the disturbances are uncorrelated.

Original language	English
Pages (from-to)	179-208
Number of pages	29
Journal	Journal of Econometrics
Volume	31
Issue number	2
DOIs	https://doi.org/10.1016/0304-4076(86)90047-3
Publication status	Published - Mar-1986
Externally published	Yes

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title = "Identification of linear stochastic models with covariance restrictions",

abstract = "The purpose of this paper is to provide a systematic treatment of the problem of identification in systems of linear structural equations where some of the disturbances are uncorrelated.",

author = "Paul Bekker and D.S.G. Pollock",

year = "1986",

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doi = "10.1016/0304-4076(86)90047-3",

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volume = "31",

pages = "179--208",

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AU - Bekker, Paul

AU - Pollock, D.S.G.

PY - 1986/3

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N2 - The purpose of this paper is to provide a systematic treatment of the problem of identification in systems of linear structural equations where some of the disturbances are uncorrelated.

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DO - 10.1016/0304-4076(86)90047-3

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EP - 208

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 2

ER -

Identification of linear stochastic models with covariance restrictions

Abstract

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