期刊名称：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain
出版年度：2000
卷号：2000
出版社：Center for Operations Research and Econometrics (UCL), Louvain
摘要：Results for the identification of non-linear models are used to support the
traditional form of the order condition by sufficient conditions. The sufficient
conditions reveal a two step procedure for firstly checking generic identifi-
cation and then testing identifiability. This approach can be extended to
sub-blocks of the system and it generalizes to non-linear restrictions. The
procedure is applied to an empirical model of the exchange rate, which is
identified by diagonalising the system.
关键词：Cointegration, Identification, Identifiability, Order Condition, Suf-
ficientConditions.
