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| Tekijä: | Johansen, S. |
| Otsikko: | Identifying restrictions of linear equations with applications to simultaneous equations and cointegration |
| Lehti: | Journal of Econometrics
1995 : SEP, VOL. 69:1, p. 111-132 |
| Asiasana: | COINTEGRATION EQUATIONS APPLICATIONS DEVELOPMENT |
| Kieli: | eng |
| Tiivistelmä: | The identification problem for simultaneous equations is solved by the well-known rank condition which gives a necessary and sufficient condition for the parameters to be uniquely or statistically identified by linear restrictions. This paper formulates and solves another problem: Given a set of linear restrictions, which conditions should they satisfy for most parameter values to be identified? |
SCIMA