Identification of the dynamic shock-error model with autocorrelated errors

• 31 October 1983
• journal article
• Published by Elsevier in Journal of Econometrics
• Vol. 23  (2) , 211-221
• https://doi.org/10.1016/0304-4076(93)90077-i

Abstract

Keywords

• IDENTIFICATION
• AUTOCORRELATED ERRORS
• MODEL
• SHOCK
• COMPACT
• SUFFICIENT
• DIRECTLY
• AIGNER
• MARAVALL