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On the Global Identification of the Dynamic Simultaneous Equations Model with Stationary Disturbances

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  • Hatanaka, Michio
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    Article provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.

    Volume (Year): 16 (1975)
    Issue (Month): 3 (October)
    Pages: 545-54

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    Handle: RePEc:ier:iecrev:v:16:y:1975:i:3:p:545-54

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    Cited by:
    1. Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics.
    2. M. Deistler & B. Pötscher & J. Schrader, 1984. "The uniqueness of the transfer function of linear systems from input-output observations," Metrika, Springer, vol. 31(1), pages 157-181, December.
    3. Lars Peter Hansen & Thomas J. Sargent, 1983. "Identification of continuous time rational expectations models from discrete time data," Staff Report 73, Federal Reserve Bank of Minneapolis.
    4. David Hendry & Maozu Lu, 2001. "Model Identification and Non-unique Structure," Economics Series Working Papers 2002-W10, University of Oxford, Department of Economics.
    5. Pillai N., Vijayamohanan, 2008. "In Quest of Truth: The War of Methods in Economics," MPRA Paper 8866, University Library of Munich, Germany.
    6. Halkos, George & Tsilika, Kyriaki, 2012. "Programming identification criteria in simultaneous equation models," MPRA Paper 43467, University Library of Munich, Germany.
    7. Larson, Don, 1983. "Summary Statistics and Forecasting Performance," Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, issue 3.

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