A New Identi cation Condition for Recursive Models with Correlated Errors
نویسنده
چکیده
This paper establishes a new criterion for the identi cation of recursive linear models in which some errors are correlated. We show that identi cation is ensured as long as error correlation does not exist between a cause and its direct e ect; no restrictions are imposed on errors associated with indirect causes.
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تاریخ انتشار 2002