A note on identification of multivariate time-series models
- 30 June 1981
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 16 (2) , 237-247
- https://doi.org/10.1016/0304-4076(81)90110-x
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time SeriesJournal of the American Statistical Association, 1977
- Time series analysis and simultaneous equation econometric modelsJournal of Econometrics, 1974