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The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions

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  • Deistler, Manfred

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  • Deistler, Manfred, 1978. "The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions," Journal of Econometrics, Elsevier, vol. 8(1), pages 23-31, August.
  • Handle: RePEc:eee:econom:v:8:y:1978:i:1:p:23-31
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    Cited by:

    1. Bernd Funovits, 2014. "Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models," Vienna Economics Papers 1405, University of Vienna, Department of Economics.
    2. 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.
    3. Wegge, Leon L.F., 1981. "ARMAX-Model Parameter Identification without and with Latent Variables," Working Papers 225920, University of California, Davis, Department of Economics.
    4. George Halkos & Kyriaki Tsilika, 2015. "Programming Identification Criteria in Simultaneous Equation Models," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 157-170, June.

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