具有协方差约束的线性随机模型的估计

The Estimation of Linear Stochastic Models with Covariance Restrictions

Econometric Theory · 1988
被引 1
人大 A-ABS 4

中文导读

系统处理了线性随机方程系统的估计问题,其中部分扰动项不相关且识别方程等价于一个线性系统。

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.

线性随机模型协方差约束估计方法识别条件