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The Estimation of Linear Stochastic Models with Covariance Restrictions

The purpose of this paper is to provide a systematic treatment of the problem of estimation in systems of linear stochastic equations where some of the disturbances are uncorrelated and where the identifying equations are equivalent to a linear system.
Year of publication:
1988
Authors: Pollock, D.S.G.
Published in:
Econometric Theory. - Cambridge University Press. - Vol. 4.1988, 03, p. 403-427
Publisher: Cambridge University Press
Description of contents: Abstract [journals.cambridge.org]
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008739821
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