TY  - BOOK
AU  - Wall,Kent D.
ED  - National Bureau of Economic Research.
TI  - Interequation Constraint and the Specification of Dynamic Structure
T2  - NBER working paper series
PY  - 1976///
CY  - Cambridge, Mass.
PB  - National Bureau of Economic Research
N1  - 1976; Hardcopy version available to institutional subscribers
N2  - 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
UR  - https://www.nber.org/papers/w0119
UR  - http://dx.doi.org/10.3386/w0119
ER  -