This paper presents a comprehensive approach to estimation and hypothesis testing under a set of full restrictions, some of these arising from adding-up conditions on the endogenous variable. In contrast to the existing statistical literature, this paper uses an argumentation style familiar from...

Dhrymes (1994, Econometric Theory, 10, 254-285) demonstrates the arising identification and estimation problems in singular equation systems when the error vector obeys an autoregressive scheme, as an extension of restricted least squares. Unfortunately, his main theorem concerning the...

Dhrymes (1994, Econometric Theory, 10, 254-285) demonstrates the arising identification and estimation problems in singular equation systems when the error vector obeys an autoregressive scheme, as an extension of restricted least squares. Unfortunately, his main theorem concerning the...

This paper addresses the combination of incomplete prior and sample information. In difference to the mixed estimation approach developed by H. Theil and A.S. Goldberger, dealing with prior knowledge of regression coefficients, we consider prior information on future observations of the...

This paper presents a comprehensive approach to estimation and hypothesis testing under a set of full restrictions, some of these arising from adding-up conditions on the endogenous variable. In contrast to the existing statistical literature, this paper uses an argumentation style familiar from...