Identifiability criteria for Muth-rational expectations models
type: Item
instance of: scholarly article
title: Identifiability criteria for Muth-rational expectations models
zbMATH Open document ID: 0508.62096
DOI: 10.1016/0304-4076(83)90016-7
author: Leon L. Wegge
author: Mark Feldman
published in: Journal of Econometrics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B60
Mathematics Subject Classification ID: 93B30
zbMATH DE Number: 3802718
zbMATH Keywords: Muth-rational expectations models
zbMATH Keywords: linear models
zbMATH Keywords: cross equation restriction
MaRDI profile type: Publication
full work available at URL: 0304-4076(83)90016-7
OpenAlex ID: W2094069159
cites work: The Theory of Parametric Identification
cites work: Restrictions on the Reduced Form and the Rank and Order Conditions
cites work: The Identification Problem for Multiple Equation Systems with Moving Average Errors
cites work: Identification of rational expectations models
cites work: A note on the information matrix of the multivariate normal distribution
cites work: Identification in Parametric Models
cites work: Econometric Implications of the Rational Expectations Hypothesis
cites work: IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE
cites work: Comment to the editor
description: scientific article; zbMATH DE number 3802718