Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions

DOI10.2307/1914195zbMath0416.62081OpenAlexW2093009497MaRDI QIDQ3206179

J. Schrader, Manfred Deistler

Publication date: 1979

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914195

zbMATH Keywords

identifiabilityautocorrelated errorslinear dynamic modelcross equation restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Realizations from input-output data (93B15)

Related Items (4)

Local parametrizations of ARMAX systems with nonlinear restrictions ⋮ Subset regression time series and its modeling procedures ⋮ Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances ⋮ The common structure of parametrizations for linear systems

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