Model Identification and Nonunique Structure

The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Volumn , Issue , 2009, Pages

  Hendry, David F ^a   Lu, Maozu ^b   Mizon, Grayham E ^b  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Encompassing; Identification; Invariance; Over identification; Structural breaks; Structure; Uniqueness

Indexed keywords

EID: 84889103067     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1093/acprof:oso/9780199237197.003.0014     Document Type: Chapter

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