Identifiability and Consistent Estimability in Econometric Models
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Cited in
(11)- Robust estimation of generalized linear models with measurement errors.
- Identification of DSGE models -- the effect of higher-order approximation and pruning
- The full set of solutions of linear rational expectations models
- Multivariate AR systems and mixed frequency data: G-identifiability and estimation
- Uniqueness of surfaces and global identifiability in nonlinear regression models
- The informative sample size for dynamic multiple equation systems with moving average errors
- On identifiability of parametric statistical models
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation
- Identification of vector autoregressive models with nonlinear contemporaneous structure
- Retrieval from mixed sampling frequency: generic identifiability in the unit root VAR
- Consistent estimation for some nonlinear errors-in-variables models
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