The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
type: Item
instance of: scholarly article
title: The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
zbMATH Open document ID: 0386.62076
DOI: 10.1016/0304-4076(78)90087-8
author: Manfred Deistler
published in: Journal of Econometrics
publication date: 1978-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 3600981
MaRDI profile type: Publication
full work available at URL: 0304-4076(78)90087-8
OpenAlex ID: W2084403267
cites work: The Identifiability of Linear Econometric Models with Autocorrelated Errors
cites work: The uniqueness of the transfer function of linear systems from input- output observations
cites work: Q5566913
cites work: The Identification Problem for Multiple Equation Systems with Moving Average Errors
cites work: Identifiability in Linear Models
cites work: IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE
description: scientific article; zbMATH DE number 3600981