Skip to main content
Download PDF
- Main
A new identification condition for recursive models with correlated errors
Abstract
This article establishes a new criterion for the identification of recursive linear models in which some errors are correlated. We show that identification is ensured as long as error correlation does not exist between a cause and its direct}effect; no restrictions are imposed on errors associated with indirect causes.
Main Content
For improved accessibility of PDF content, download the file to your device.
Enter the password to open this PDF file:
File name:
-
File size:
-
Title:
-
Author:
-
Subject:
-
Keywords:
-
Creation Date:
-
Modification Date:
-
Creator:
-
PDF Producer:
-
PDF Version:
-
Page Count:
-
Page Size:
-
Fast Web View:
-
Preparing document for printing…
0%