Identifiability criteria for Muth-rational expectations models

DOI10.1016/0304-4076(83)90016-7zbMath0508.62096OpenAlexW2094069159MaRDI QIDQ1838016

Leon L. Wegge, Mark Feldman

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90016-7

zbMATH Keywords

linear modelscross equation restrictionMuth-rational expectations models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) System identification (93B30) Trade models (91B60)

Related Items

Another look at the identification of current rational-expectations models ⋮ Identification, information and instruments in linear econometric models with rational expectations ⋮ Comment to the editor

Cites Work

• Identification of rational expectations models
• A note on the information matrix of the multivariate normal distribution
• Comment to the editor
• Econometric Implications of the Rational Expectations Hypothesis
• The Theory of Parametric Identification
• Restrictions on the Reduced Form and the Rank and Order Conditions
• IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE
• Identification in Parametric Models
• The Identification Problem for Multiple Equation Systems with Moving Average Errors