The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
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- Bernd Funovits, 2014. "Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models," Vienna Economics Papers 1405, University of Vienna, Department of Economics.
- Tian, Guoqiang, 1982. "Studies on the identification problem of the simultaneous economic models from viewpoint of unique determination of parameters (I)," MPRA Paper 41303, University Library of Munich, Germany.
- Wegge, Leon L.F., 1981. "ARMAX-Model Parameter Identification without and with Latent Variables," Working Papers 225920, University of California, Davis, Department of Economics.
- George Halkos & Kyriaki Tsilika, 2015.
"Programming Identification Criteria in Simultaneous Equation Models,"
Springer;Society for Computational Economics, vol. 46(1), pages 157-170, June.
- Halkos, George & Tsilika, Kyriaki, 2012. "Programming identification criteria in simultaneous equation models," MPRA Paper 43467, University Library of Munich, Germany.
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