Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions

Econometrica: Mar, 1979, Volume 47, Issue 2

Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions

https://www.jstor.org/stable/1914195
p. 495-504

Jurgen Schrader, Manfred Deistler

The identifiability of linear dynamic models with autocorrelated errors is considered. Without a priori assuming relative left primeness of the structures, global identifiability conditions in the case of affine cross-equation restrictions and local identifiability conditions in the case of continuously differentiable cross-equation restrictions are derived.

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December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
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