The Theory of Parametric Identification

DOI10.2307/1914036zbMath0287.93008MaRDI QIDQ4775734

Roger J. Bowden

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914036

Mathematics Subject Classification ID

62Fxx: Parametric inference

93B30: System identification

93E10: Estimation and detection in stochastic control theory

Related Items

Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals, Parameter Identifiability in Statistical Machine Learning: A Review, Identification of causal effects in linear models: beyond instrumental variables, Consistent estimation for some nonlinear errors-in-variables models, Identification, information and instruments in linear econometric models with rational expectations, How common is identification in parametric models?, Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances, First-order identification in linear models, Bias from misspecification of the component variances in a normal mixture, Analytic derivatives for estimation of linear dynamic models, Identifiability criteria for Muth-rational expectations models, On the Gompertz-Makeham law: a useful mortality model to deal with human mortality, Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data, Necessary and sufficient conditions for uniqueness of the minimum in Prediction Error Identification, An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification, Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression, Logistic response models with item interactions, GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS, IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS, A note on sequential ML estimates and their asymptotic covariances, On identifiability of parametric statistical models, Equivalence of parametric identifiability and estimability, Identification with latent variables