The distribution of the least squares and the instrumental variable estimators of the coefficients in a linear relation is noncentral student when the data are normally distributed around possibly non-constant means. This is the claim of the paper and we show for what definition of a noncentral...

Suppose in each equation, not counting covariance restrictions, we need one more restriction to meet the order condition. If we now add to each equation a restriction that its structural residual is uncorrelated with the residual of some other equation, is the parameter of the new model...

With the coefficient matrices of the polynomial matrices replacing the scalar coefficients in the standard Sylvester matrix, common factors exist if and only if this (generalized) Sylvester matrix is singular and the coefficient matrices commute. If the coefficient matrices do not commute, a...