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The Estimation of Linear Stochastic Models with Covariance Restrictions

Published online by Cambridge University Press:  18 October 2010

D.S.G. Pollock
D.S.G. Pollock*
Affiliation:
Queen Mary College, University of London
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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.

Information

Type
Research Article
Information
Econometric Theory , Volume 4 , Issue 3 , December 1988 , pp. 403 - 427
Copyright
Copyright © Cambridge University Press 1988 

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References

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