Automatic identification of simultaneous equations models

This paper provides an operational procedure for putting indentifying restrictions on a simultaneous equations models. The algorithm works on the restrictions,not on the parameters, such that the identifying restrictions can be imposed before estimation.

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Year of publication:	2002-01
Authors:	Pieter, Omtzigt
Institutions:	Facoltà di Economia, Università degli Studi dell'Insubria
Subject:	Simultaneous equations \| identification \| restriction \| cointegration

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Extent:	application/pdf
Series:	Economics and Quantitative Methods.
Type of publication:	Book / Working Paper
Language:	English
Notes:	13 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005264644