The Theory of Parametric Identification

From MaRDI portal
Revision as of 00:04, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4775734

DOI10.2307/1914036zbMath0287.93008OpenAlexW2082407356MaRDI 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




Related Items (24)

Logistic response models with item interactionsIdentification with latent variablesGLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONSA note on sequential ML estimates and their asymptotic covariancesNecessary and sufficient conditions for uniqueness of the minimum in Prediction Error IdentificationBias from misspecification of the component variances in a normal mixtureIdentification, information and instruments in linear econometric models with rational expectationsCovariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regressionLikelihood-based tests for a class of misspecified finite mixture models for ordinal categorical dataA discrete choice model for partially ordered alternativesConsistent estimation for some nonlinear errors-in-variables modelsParameter Identifiability in Statistical Machine Learning: A ReviewIdentification of causal effects in linear models: beyond instrumental variablesHow common is identification in parametric models?IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELSSeveral efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbancesOn identifiability of parametric statistical modelsAn alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specificationFirst-order identification in linear modelsWeighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly IntervalsAnalytic derivatives for estimation of linear dynamic modelsIdentifiability criteria for Muth-rational expectations modelsOn the Gompertz-Makeham law: a useful mortality model to deal with human mortalityEquivalence of parametric identifiability and estimability







This page was built for publication: The Theory of Parametric Identification