Identification in Parametric Models
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(only showing first 100 items - show all)- On the estimability of the PV single‐diode model parameters
- A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
- Necessary and sufficient conditions for uniqueness of the minimum in Prediction Error Identification
- Practical identifiability of HIV dynamics models
- Parameter redundancy in capture-recapture-recovery models
- A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models
- A spatial dynamic panel data model with both time and individual fixed effects
- Logistic response models with item interactions
- Sunspot-driven fat tails: a note
- Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
- Dr C R Rao's contributions to the advancement of economic science
- Instrumental variable estimation of nonseparable models
- The use of generalized inverses in restricted maximum likelihood
- EDI-Graphic: A Tool To Study Parameter Discrimination and Confirm Identifiability in Black-Box Models, and to Select Data-Generating Machines
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation
- Proximity-structured multivariate volatility models
- A structured Dirichlet mixture model for compositional data: inferential and applicative issues
- WHAT WE DON'T KNOW ABOUT THE MONETARY TRANSMISSION MECHANISM AND WHY WE DON'T KNOW IT
- A solution to the global identification problem in DSGE models
- The LAN property for McKean-Vlasov models in a mean-field regime
- Modeling and parameter subset selection for fibrin polymerization kinetics with applications to wound healing
- Latent class profile model with time-dependent covariates: a study on symptom patterning of patients for head and neck cancer
- Start-up demonstration tests with three-level classification
- On the indentifiability of measurement error in the bifurcating autoregressive model
- Parameter identifiability with Kullback-Leibler information divergence criterion
- First-order identification in linear models
- Modeling racial/ethnic differences in COVID-19 incidence with covariates subject to nonrandom missingness
- A note on algebraic solutions to identification
- Exact modelling and identifiability of linear systems
- On identifying structural VAR models via ARCH effects
- Identifiability analysis of the fixed-effects one-parameter logistic positive exponent model
- Global identification of linearized DSGE models
- A generalized multi-resolution expansion for uncertainty propagation with application to cardiovascular modeling
- Identification and estimation of Gaussian affine term structure models
- Identifiability of Models for Multiple Diagnostic Testing in the Absence of a Gold Standard
- LONG-RUN STRUCTURAL MODELLING
- A confidence building exercise in data and identifiability: modeling cancer chemotherapy as a case study
- On the estimation of treatment effects with endogenous misreporting
- On identifiability of parametric statistical models
- Identification of vector autoregressive models with nonlinear contemporaneous structure
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
- On Two Forms of Fisher's Measure of Information
- Likelihood inference and the role of initial conditions for the dynamic panel data model
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
- Identification of graphical models for nonignorable nonresponse of binary outcomes in longitudinal studies
- On the method of approximate Fisher scoring for finite mixtures of multinomials
- Identifiability of dynamic systems
- Identification in a generalization of bivariate probit models with dummy endogenous regressors
- Quantile analysis of ``hazard-rate game models
- Inference in dynamic discrete choice problems under local misspecification
- Maximum likelihood estimation for score-driven models
- Inference in Bayesian proxy-SVARs
- Identification, information and instruments in linear econometric models with rational expectations
- VARMA representation of DSGE models
- A general class of trimodal distributions: properties and inference
- EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
- Partial observability in bivariate probit models
- How Likelihood and Identification went Bayesian
- Dynamic multivariate Gamma-Gamma general path model: an alternative approach to time-variant degradation rates
- A simplified approach to computing efficiency bounds in semiparametric models
- Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
- News shocks or parametric indeterminacy? an observational equivalence result in linear rational expectations models
- Local identification in empirical games of incomplete information
- Identifiability of structural singular vector autoregressive models
- A Bayesian Look at Nonidentifiability: A Simple Example
- Identification and estimation of triangular models with a binary treatment
- Identifiability of asymmetric circular and cylindrical distributions
- Comparing estimation methods of non-stationary errors-in-variables models
- Reprint of: Finite underidentification
- Testing joint hypotheses when one of the alternatives is one-sided
- Extensions of estimation methods using the EM algorithm
- Analytical uses of Kalman filtering in econometrics — A survey
- Bayesian calibration of computer models based on Takagi-Sugeno fuzzy models
- Global identification in nonlinear models with moment restrictions
- Nonparametric Fusion Learning for Multiparameters: Synthesize Inferences From Diverse Sources Using Data Depth and Confidence Distribution
- Assessing ecosystem state space models: identifiability and estimation
- Model selection criteria in beta regression with varying dispersion
- A hybrid symbolic-numerical method for determining model structure
- The sufficient and necessary condition for the identifiability and estimability of the DINA Model
- Another look at the identification of current rational-expectations models
- Identifiability criteria for Muth-rational expectations models
- Solving problems in parameter redundancy using computer algebra
- Evaluating accuracy of diagnostic tests without conditional independence assumption
- Nonparametric identifiability in species distribution and abundance models: why it matters and how to diagnose a lack of it using simulation
- Statistical inference of the rates of cell proliferation and phenotypic switching in cancer
- Spatial modeling of rainfall accumulated over short periods of time
- Parameter redundancy and identifiability in hidden Markov models
- Noncausal vector autoregression
- Parameterization of multivariate random effects models for categorical data
- Local identification of ARMAX structures subject to nonlinear constraints
- Model distinguishability and inference robustness in mechanisms of cholera transmission and loss of immunity
- The estimation of the ambulatory medical care technology where output is an unobservable variable
- Determining the parametric structure of models
- Sequential generation of D-optimal input designs for linear dynamic systems
- Treatment effect models with strategic interaction in treatment decisions
- Equivalence of parametric identifiability and estimability
- Some information theoretic ideas useful in statistical inference
- Consistent estimation for some nonlinear errors-in-variables models
- On GMM inference: partial identification, identification strength, and nonstandard asymptotics
- On non-singular information matrices and local identifiability
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