Wall, Kent D. <br/><br/>
Interequation Constraint and the Specification of Dynamic Structure / 
Kent D. Wall. 
 - Cambridge, Mass.  National Bureau of Economic Research  1976. 
 - 1 online resource:  illustrations (black and white); 
 - NBER working paper series  no. w0119 .
 - Working Paper Series (National Bureau of Economic Research)  no. w0119. .
<br/><br/> 1976. 
<br/><br/> This note considers the effect of a class of linear inter-equation constraints in the specification of the lag structure in econometric models. In particular, attention is focused on the linear summing, or "adding up�, constraints which arise between equations in factor shares analysis. The consequences of such constraints on the specification of lag structures for models with dynamic adjustments and autoregressive or moving-average disturbances are presented in the form of linear restrictions which result in singular coefficient matrices . Thus, the structural (lag) specification of one equation depends on the structure of all other equations in the model. 
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