Identification and Kullback information in the GLSEM (Q1377311): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification and Kullback information in the GLSEM |
scientific article |
Statements
Identification and Kullback information in the GLSEM (English)
0 references
2 March 1999
0 references
The aim of this article is the usage of Kullback information in deriving identification conditions. The author applies the Kullback information apparatus for 1) obtaining the strong consistency of the maximum likelihood estimator in the standard version of the general linear structural econometric model (GLSEM); 2) deriving very succinctly necessary and sufficient conditions for identification by the use of exclusion restrictions.
0 references
Kullback information
0 references
general linear structural model
0 references
identification
0 references
