Abstract
In this chapter we present the condition for the identification of the C-model (section 4.1) and we describe how an identified structure can be estimated by means of F.I.M.L. (section 4.2).
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© 1997 Springer-Verlag Berlin · Heidelberg
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Amisano, G., Giannini, C. (1997). Identification analysis and F.I.M.L estimation for the AB-Model. In: Topics in Structural VAR Econometrics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-60623-6_4
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DOI: https://doi.org/10.1007/978-3-642-60623-6_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-64481-8
Online ISBN: 978-3-642-60623-6
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