The identification problem in econometrics /

• Main Author: Fisher, Franklin M. (Franklin Marvin), 1934-2019
• Format: Book
• Language: English
• Published: New York, N.Y. : McGraw-Hill, 1966
• Series: Economics handbook series
• Subjects: ECONOMETRIA

Table of Contents:

• 1. The nature of the problem
• 2. Linear restrictions on the coefficients of a single equation. The rank and order conditions
• 3. Restrictions on the variance-covariance matrix of the disturbance terms I, the variances
• 4. Restrictions on the variance-covariance matrix of the disturbance terms II. The covariances
• 5. Nonlinearities in the variables and the priori restrictions
• 6. Othe topics.