Pages that link to "Item:Q1077122"
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The following pages link to Identification of linear stochastic models with covariance restrictions (Q1077122):
Displaying 16 items.
- A Gibbs sampler for structural vector autoregressions (Q97972) (← links)
- Recursiveness vs. interdependence in econometric models: A comprehensive analysis for the linear case (Q145817) (← links)
- Bayesian stochastic search for VAR model restrictions (Q290981) (← links)
- Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
- Identification in restricted factor models and the evaluation of rank conditions (Q583771) (← links)
- Identifiability of covariance parameters in linear mixed effects models (Q739133) (← links)
- On the identification of restricted factor loading matrices: An alternative condition (Q808132) (← links)
- Relationships between linear systems theory and covariance structure modeling (Q1072327) (← links)
- Equivalent models in covariance structure analysis (Q1205759) (← links)
- A note on the identification of restricted factor loading matrices (Q1819866) (← links)
- Identifying restrictions of linear equations with applications to simultaneous equations and cointegration (Q1899243) (← links)
- Identification theory for high dimensional static and dynamic factor models (Q2512530) (← links)
- On the Nature and Number of the Constraints on the Reduced Form as Implied by the Structural Form (Q3358108) (← links)
- (Q3803012) (← links)
- Identification of simultaneous equation models with measurement error: a computerized evaluation (Q4850379) (← links)
- IDENTIFICATION OF COVARIANCE STRUCTURES (Q5438202) (← links)
