Independent Conditions for the Stability of a Dynamic Linear Model

Richard W Farebrother

The Manchester School of Economic & Social Studies, 1987, vol. 55, issue 3, 305-09

Abstract: P. A. Samuelson's conditions for the stability of a dynamic linear model consist of pA1 nonlinear inequality co nstraints on p parameters. This paper develops equivalent sets of p i nequalities which are suitable for testing purposes when p * 5. Copyright 1987 by Blackwell Publishers Ltd and The Victoria University of Manchester

Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:bla:manch2:v:55:y:1987:i:3:p:305-09

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