Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
type: Item
instance of: scholarly article
title: Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
zbMATH Open document ID: 0832.62100
DOI: 10.1016/0304-4076(94)01664-L
author: Søren Johansen
published in: Journal of Econometrics
publication date: 1996-03-05T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 803353
zbMATH Keywords: cointegration
zbMATH Keywords: FIML
zbMATH Keywords: Hall's theorem
zbMATH Keywords: full information maximum likelihood
zbMATH Keywords: identification
zbMATH Keywords: simultaneous equations
zbMATH Keywords: rank condition
zbMATH Keywords: linear restrictions
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 803353