The Estimation of Linear Stochastic Models with Covariance Restrictions

David Pollock ()

Econometric Theory, 1988, vol. 4, issue 3, 403-427

Abstract: The purpose of this paper is to provide a systematic treatment of the problem of estimation in systems of linear stochastic equations where some of the disturbances are uncorrelated and where the identifying equations are equivalent to a linear system.

Date: 1988
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