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Some Extensions of the General Model

  • Agustin Maravall
  • Klaus Neumann
  • Ulrich Steinhardt
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 165)

Abstract

The analysis of identification performed in the previous chapters was directed towards the interaction of an errors-in-the-variables assumption with the dynamic properties of a model. Thus we analysed the effects of lagged variables in the structural equation and the effects of different patterns of autocorrelation for the shock and for the exogenous variables. By using relatively simple models, the identification properties of the dynamic features of the model could be isolated somewhat easily. Yet it seems worthwhile to see how the analysis could be extended to cover more general assumptions.

Keywords

Exogenous Variable Endogenous Variable Previous Chapter Covariance Equation Nonstationary Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1979

Authors and Affiliations

  • Agustin Maravall
  • Klaus Neumann
    • 1
  • Ulrich Steinhardt
    • 2
  1. 1.Institut für Wirtschaftstheorie und Operations ResearchUniversität KarlsruheKarlsruheGermany
  2. 2.Bonn 3Germany

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