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

Onderzoeksoutput: Article › Academic › peer review

16 Citaten (Scopus)

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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.

Originele taal-2	English
Pagina's (van-tot)	179-208
Aantal pagina's	29
Tijdschrift	Journal of Econometrics
Volume	31
Nummer van het tijdschrift	2
DOI's	https://doi.org/10.1016/0304-4076(86)90047-3
Status	Published - mrt-1986
Extern gepubliceerd	Ja

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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",

month = mar,

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

language = "English",

volume = "31",

pages = "179--208",

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AU - Bekker, Paul

AU - Pollock, D.S.G.

PY - 1986/3

Y1 - 1986/3

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.

AB - 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.

U2 - 10.1016/0304-4076(86)90047-3

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

M3 - Article

SN - 0304-4076

VL - 31

SP - 179

EP - 208

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 2

ER -

Identification of linear stochastic models with covariance restrictions

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