Automatic identification of simultaneous equations models

Pieter Omtzigt ()

Economics and Quantitative Methods from Department of Economics, University of Insubria

Abstract: This paper provides an operational procedure for putting indentifying restrictions on a simultaneous equations models. The algorithm works on the restrictions,not on the parameters, such that the identifying restrictions can be imposed before estimation.

Keywords: Simultaneous equations; identification; restriction; cointegration (search for similar items in EconPapers)
Pages: 13 pages
Date: 2002-01
New Economics Papers: this item is included in nep-cmp and nep-ecm
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:ins:quaeco:qf0201

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