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Identification of linear stochastic models with covariance restrictions

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Author Info
Bekker, Paul A.
Pollock, D. S. G.

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Publisher Info
Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 31 (1986)
Issue (Month): 2 (March)
Pages: 179-208
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Handle: RePEc:eee:econom:v:31:y:1986:i:2:p:179-208

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Juan F. Rubio-Ramírez & Daniel F.Waggoner & Tao Zha, 2008. "Structural vector autoregressions: theory of identification and algorithms for inference," Working Paper 2008-18, Federal Reserve Bank of Atlanta. [Downloadable!]
  2. Paul Bekker, 1986. "A note on the identification of restricted factor loading matrices," Psychometrika, Springer, vol. 51(4), pages 607-611, December. [Downloadable!] (restricted)
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