Identification and Lack of Identification

From MaRDI portal
Publication:3218992

DOI10.2307/1912109zbMath0555.62096OpenAlexW2010299537MaRDI QIDQ3218992

No author found.

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

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



Related Items

Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small, The use of generalized inverses in restricted maximum likelihood, SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION, IN MEMORY OF JOHN DENIS SARGAN, DENIS SARGAN: SOME PERSPECTIVES, VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN, CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS, ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS, Bootstrapping the GMM overidentification test under first-order underidentification, Phoebus J. Dhrymes (1932–2016), ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS, Quantile analysis of ``hazard-rate game models, Local and global identification and strong consistency in time series models, Finite underidentification, Maximum likelihood estimation of stochastic frontier models with endogeneity, LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS, CONSTRAINED NON–LINEAR LEAST SQUARES, On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root, Inference in second-order identified models, Robust inference in nonlinear models with mixed identification strength, Identification of structural vector autoregressions through higher unconditional moments, How common is identification in parametric models?, The asymptotic properties of GMM and indirect inference under second-order identification, Underidentification?, Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach, GEL statistics under weak identification, Efficient minimum distance estimation with multiple rates of convergence, Maximum likelihood estimation and uniform inference with sporadic identification failure, Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model, Overparameterization in the seminonparametric density estimation, Robust likelihood estimation of dynamic panel data models, On asymptotic size distortions in the random coefficients logit model, NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION, Efficiency bounds for semiparametric models with singular score functions, GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE