Identification and Kullback information in the GLSEM (Q1377311)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification and Kullback information in the GLSEM |
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Identification and Kullback information in the GLSEM (English)
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2 March 1999
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The aim of this article is the usage of Kullback information in deriving identification conditions. The author applies the Kullback information apparatus for 1) obtaining the strong consistency of the maximum likelihood estimator in the standard version of the general linear structural econometric model (GLSEM); 2) deriving very succinctly necessary and sufficient conditions for identification by the use of exclusion restrictions.
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Kullback information
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general linear structural model
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identification
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