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Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions

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  • Deistler, Manfred
  • Schrader, Jurgen

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  • Deistler, Manfred & Schrader, Jurgen, 1979. "Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions," Econometrica, Econometric Society, vol. 47(2), pages 495-504, March.
    • Handle: RePEc:ecm:emetrp:v:47:y:1979:i:2:p:495-504
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    Cited by:

    1. Majid M. Al-Sadoon & Piotr Zwiernik, 2019. "The Identification Problem for Linear Rational Expectations Models," Working Papers 1114, Barcelona School of Economics.
    2. Bernd Funovits, 2020. "The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models," Papers 2002.04369, arXiv.org.
    3. George Halkos & Kyriaki Tsilika, 2015. "Programming Identification Criteria in Simultaneous Equation Models," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 157-170, June.
    4. Alain Berlinet & Christian Francq, 1998. "On the Identifiability of Minimal VARMA Representations," Statistical Inference for Stochastic Processes, Springer, vol. 1(1), pages 1-15, January.
    5. Wegge, Leon L.F., 1981. "ARMAX-Model Parameter Identification without and with Latent Variables," Working Papers 225920, University of California, Davis, Department of Economics.

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