Identification and Kullback information in the GLSEM

DOI10.1016/S0304-4076(97)00068-7zbMath0908.62117MaRDI QIDQ1377311

Phoebus J. Dhrymes

Publication date: 2 March 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

identificationKullback informationgeneral linear structural model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Phoebus J. Dhrymes (1932–2016) ⋮ Editorial introduction

Cites Work

• Specification tests in simultaneous equations systems
• Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
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