IDENTIFICATION OF LINEAR STOCHASTIC-MODELS WITH COVARIANCE RESTRICTIONS

被引：17

作者：

BEKKER, PA ^{[1
]}

POLLOCK, DSG ^{[1
]}

机构：

[1] UNIV LONDON QUEEN MARY COLL,LONDON E1 4NS,ENGLAND

来源：

关键词：

D O I：

10.1016/0304-4076(86)90047-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：179 / 208

页数：30

共 16 条

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[7] IDENTIFICATION IN LINEAR SIMULTANEOUS-EQUATIONS MODELS WITH COVARIANCE RESTRICTIONS - AN INSTRUMENTAL VARIABLES INTERPRETATION
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