Identification and Lack of Identification

DOI10.2307/1912109zbMATH Open0555.62096OpenAlexW2010299537MaRDI QIDQ3218992FDOQ3218992

Authors:

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912109

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zbMATH Keywords

linear modelMonte Carlo simulationMaximum likelihood estimatorsinstrumental variable estimatorslack of identificationasymptotically non-normal case

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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• The use of generalized inverses in restricted maximum likelihood
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• LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS
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• ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS
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• Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
• Robust inference in nonlinear models with mixed identification strength
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• NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
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• Maximum likelihood estimation and uniform inference with sporadic identification failure
• Identification of structural vector autoregressions through higher unconditional moments
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• SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
• GEL statistics under weak identification
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