Identification in Parametric Models

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Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data
Identifiability and equivalence of GLLIRM models
Identifiability of parameters in latent structure models with many observed variables
Global identification of the semiparametric Box-Cox model
Complete parameter bounds and quasiidentifiability conditions for a class of unidentifiable linear systems
Bayesian analysis of switching regression models
Identification of linear stochastic models with covariance restrictions
The use of generalized inverses in restricted maximum likelihood
Identification, information and instruments in linear econometric models with rational expectations
Inference for the random coefficients bifurcating autoregressive model for cell lineage studies
Local identification of ARMAX structures subject to nonlinear constraints
The estimation of the ambulatory medical care technology where output is an unobservable variable
Sequential generation of D-optimal input designs for linear dynamic systems
Partial observability in bivariate probit models
Local and global identification and strong consistency in time series models
Sensitivity and parameter identifiability in linear systems
Identification and estimation of discrete state-vector models with stochastic inputs
Formulation and estimation of dynamic models using panel data
Local identifiability of time-invariant linear systems by periodic test signals
Identification of rational expectations models
Extensions of estimation methods using the EM algorithm
How common is identification in parametric models?
Exact modelling and identifiability of linear systems
Bayesian inference in error-in-variables models
Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances
Identification of simultaneous equation models with measurement error
On the efficient estimation methods for the macro-economic models nonlinear in variables
First-order identification in linear models
A procedure for generating locally identifiable reparametrisations of unidentifiable nonlinear systems by the similarity transformation approach
Modeling survey response bias -- with an analysis of the demand for an advanced electronic device
Identification of graphical models for nonignorable nonresponse of binary outcomes in longitudinal studies
Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score
Extensions to a procedure for generating locally identifiable reparameterisations of unidentifiable systems
Automated tuning for parameter identification and uncertainty quantification in multi-scale coronary simulations
Consistent inference in fixed-effects stochastic frontier models
DSGE pileups
Identification of DSGE models -- the effect of higher-order approximation and pruning
VARMA representation of DSGE models
Identification problem of GMM estimators for short panel data models with interactive fixed effects
A topological view on the identification of structural vector autoregressions
On identifying structural VAR models via ARCH effects
A structured Dirichlet mixture model for compositional data: inferential and applicative issues
Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
Parameter redundancy in capture-recapture-recovery models
On the method of approximate Fisher scoring for finite mixtures of multinomials
On the estimation of treatment effects with endogenous misreporting
A confidence building exercise in data and identifiability: modeling cancer chemotherapy as a case study
Spatial modeling of rainfall accumulated over short periods of time
Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
Identifiability criteria for Muth-rational expectations models
On the indentifiability of measurement error in the bifurcating autoregressive model
Test for local structural identifiability of high-order non-linearly parametrized state space models
Evaluating the information matrix in linearized DSGE models
Bayesian calibration of computer models based on Takagi-Sugeno fuzzy models
Estimation under mode effects and proxy surveys, accounting for non-ignorable nonresponse
Fitting stochastic predator-prey models using both population density and kill rate data
On random sets for inference in statistics and econometrics
The reliability factor: modeling individual reliability with multiple items from a single assessment
The LAN property for McKean-Vlasov models in a mean-field regime
Maximum likelihood estimation for score-driven models
Conditional functional clustering for longitudinal data with heterogeneous nonlinear patterns
Policy space identification in configurable environments
Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data
Comparing estimation methods of non-stationary errors-in-variables models
Observational nonidentifiability, generalized likelihood and free energy
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
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
Inference in Bayesian proxy-SVARs
Start-up demonstration tests with three-level classification
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
Parameter redundancy and identifiability in hidden Markov models
A hidden Markov model approach to characterizing the photo-switching behavior of fluorophores
A generalized multi-resolution expansion for uncertainty propagation with application to cardiovascular modeling
The sufficient and necessary condition for the identifiability and estimability of the DINA Model
Empirical identifiability in finite mixture models
Non-identifiable parametric probability models and reparametrization
Necessary and sufficient conditions for uniqueness of the minimum in Prediction Error Identification
Identification in a generalization of bivariate probit models with dummy endogenous regressors
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
Model distinguishability and inference robustness in mechanisms of cholera transmission and loss of immunity
Practical identifiability of HIV dynamics models
The Asian financial crisis and investors' risk aversion
The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process
Identifiability of nonlinear logistic test models
Identification theory for high dimensional static and dynamic factor models
Dynamic binary outcome models with maximal heterogeneity
Another look at the identification of current rational-expectations models
Some information theoretic ideas useful in statistical inference
Instrumental variable estimation of nonseparable models
Production function estimation with unobserved input price dispersion
Parameter redundancy in discrete state-space and integrated models
Noncausal vector autoregression
Logistic response models with item interactions
Global identification in nonlinear models with moment restrictions
Parameter identifiability with Kullback-Leibler information divergence criterion
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Model selection criteria in beta regression with varying dispersion

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