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Noncausality and marginalization of Markov processes

Author

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  • FLORENS, J.-P.
  • MOUCHART, M.
  • ROLIN, J.-M.

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Suggested Citation

  • Florens, J.-P. & Mouchart, M. & Rolin, J.-M., 1993. "Noncausality and marginalization of Markov processes," LIDAM Reprints CORE 1048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:1048
    DOI: 10.1017/S0266466600007520
    Note: In : Econometric Theory, 9, 241-262, 1993
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    Cited by:

    1. Michel Mouchart & Renzo Orsi, 2016. "Building a Structural Model: Parameterization and Structurality," Econometrics, MDPI, vol. 4(2), pages 1-16, April.
    2. Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric, 2007. "Efficient estimation of general dynamic models with a continuum of moment conditions," Journal of Econometrics, Elsevier, vol. 140(2), pages 529-573, October.

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