|
Chapter 4
IDENTIFICATION
CHENG HSIAO*
University of Toronto
Contents
1. Introduction 224
2. Basic concepts 226
3. Contemporaneous simultaneous equation models 221
3.1. The model 227
3.2. Observationally equivalent structures 228
3.3. Identification in terms of trivial transformations 231
3.4. Identification in terms of “linear estimable functions” 234
3.5. Examples 240
4. Dynamic models with serially correlated residuals 242
4.1. The model 242
4.2. Observationally equivalent structures 245
4.3. Linear restrictions on the coefficients 247
4.4. Additional information about the disturbances 251
5. Non-linear a priori constraints and covariance restrictions 255
5.1. Some useful theorems 255
5.2. Contemporaneous error-shock models 257
5.3. Covariance restrictions 265
6. Bayesian theory of identification and concluding remarks 271
Appendix 276
References 280
| 
发帖
雷达卡
4. Identification - Cheng Hsiao.pdf
(2.94 MB, 需要: 3 个论坛币)
加好友,备注jltj
京公网安备 11010802022788号
论坛法律顾问：王进律师
知识产权保护声明
免责及隐私声明
