On autoregressive errors in singular systems of equations

Harry Haupt () and Walter Oberhofer ()
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Harry Haupt: Department of Econometrics, University of Regensburg
Walter Oberhofer: Department of Econometrics, University of Regensburg

Economics Bulletin, 2005, vol. 3, issue 54, 1-3

Abstract: Dhrymes (1994, Econometric Theory, 10, 254-285) demonstrates the arising identification and estimation problems in singular equation systems when the error vector obeys an autoregressive scheme, as an extension of restricted least squares. Unfortunately, his main theorem concerning the identification of such systems, does not hold in general, though.

Keywords: identification (search for similar items in EconPapers)
Date: 2005-12-07
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Working Paper: On autoregressive errors in singular systems of equations (2005)
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