| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w0119 |
| 来源ID | Working Paper 0119 |
| Interequation Constraint and the Specification of Dynamic Structure | |
| Kent D. Wall | |
| 发表日期 | 1976 |
| 出版年 | 1976 |
| 语种 | 英语 |
| 摘要 | This note considers the effect of a class of linear inter-equation constraints in the specification of the lag structure in econometric models. In particular, attention is focused on the linear summing, or "adding upâ€?, constraints which arise between equations in factor shares analysis. The consequences of such constraints on the specification of lag structures for models with dynamic adjustments and autoregressive or moving-average disturbances are presented in the form of linear restrictions which result in singular coefficient matrices . Thus, the structural (lag) specification of one equation depends on the structure of all other equations in the model. |
| URL | https://www.nber.org/papers/w0119 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/557315 |
| 推荐引用方式 GB/T 7714 | Kent D. Wall. Interequation Constraint and the Specification of Dynamic Structure. 1976. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w0119.pdf（229KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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