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Identification in Dynamic Shock-Error Models

Bag om Identification in Dynamic Shock-Error Models

It became apparent that identification of error-in-variables models was less of a problem when some dynamic features were present, and that the cathegory of "pre determined variables" was meaningless, since lagged endogenous and truly exogenous variables had very different identification properties.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540091127
  • Indbinding:
  • Paperback
  • Sideantal:
  • 160
  • Udgivet:
  • 5. februar 1979
  • Udgave:
  • 11979
  • Størrelse:
  • 244x170x9 mm.
  • Vægt:
  • 309 g.
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Leveringstid: 8-11 hverdage
Forventet levering: 17. januar 2025

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It became apparent that identification of error-in-variables models was less of a problem when some dynamic features were present, and that the cathegory of "pre determined variables" was meaningless, since lagged endogenous and truly exogenous variables had very different identification properties.

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