Global identification of the dynamic shock-error model

@article{Nowak1985GlobalIO,
  title={Global identification of the dynamic shock-error model},
  author={E. Nowak},
  journal={Journal of Econometrics},
  year={1985},
  volume={27},
  pages={211-219}
}
  • E. Nowak
  • Published 1985
  • Mathematics
  • Journal of Econometrics
Abstract The paper gives (necessary and sufficient) conditions for the global identifiability of dynamic regression models with errors in the variables. The conditions are simple counting rules combining the order parameters of a model. They are counterparts of conditions previously established for local identifiability in a series of papers. 
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