Identification and Lack of Identification

DOI10.2307/1912109MaRDI QIDQ3218992zbMATHOpenAlexFDO

Authors

Publication date 1983

Published in Econometrica (Search for Journal in Brave)

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

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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