Econometrica Vol. 39 No. 5 1971
The Identification Problem for Multiple Equation Systems with Moving Average Errors
Abstract
where y(t) and x(t) are vectors of G components, z(t) has K components, B is a G x G matrix, and F is a G x K matrix.' The components of z(t) are predetermined at time t and the vector x(t) is not serially correlated, so that (among other requirements) we have
- DOI
- 10.2307/1909577
- Volume
- 39
- Issue
- 5
- Pages
- 751
- Sources
- bibtex:phds-export.bib crossref openalex