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

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)

Recommendations

• The Identification Problem in Simultaneous Equation Models with Identities
• Maximum likelihood estimation and uniform inference with sporadic identification failure
• scientific article; zbMATH DE number 3967768
• Underidentification?
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity

Cited In (41)

• Uncertain identification
• The use of generalized inverses in restricted maximum likelihood
• Likelihood inference in an autoregression with fixed effects
• On asymptotic size distortions in the random coefficients logit model
• GMM estimation and uniform subvector inference with possible identification failure
• Quantile analysis of ``hazard-rate game models
• 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
• Efficiency bounds for semiparametric models with singular score functions
• Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
• Vision and influence in econometrics: John Denis Sargan
• Overparameterization in the seminonparametric density estimation
• Efficient minimum distance estimation with multiple rates of convergence
• The asymptotic properties of GMM and indirect inference under second-order identification
• Title not available (Why is no real title available?)
• CONSTRAINED NON–LINEAR LEAST SQUARES
• Bootstrapping the GMM overidentification test under first-order underidentification
• Losing recognizability
• Conditional inference for possibly unidentified structural equations
• Finite underidentification
• How common is identification in parametric models?
• Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
• Robust inference in nonlinear models with mixed identification strength
• On the inadequacy of sufficient conditions under `limited information' identification
• On standard inference for GMM with local identification failure of known forms
• Specification testing for conditional moment restrictions under local identification failure
• Normalization in Econometrics
• NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
• IN MEMORY OF JOHN DENIS SARGAN
• Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
• Denis Sargan: some perspectives
• Maximum likelihood estimation and uniform inference with sporadic identification failure
• Identification of structural vector autoregressions through higher unconditional moments
• Robust likelihood estimation of dynamic panel data models
• Local and global identification and strong consistency in time series models
• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach
• Phoebus J. Dhrymes (1932–2016)
• Maximum likelihood estimation of stochastic frontier models with endogeneity
• SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
• GEL statistics under weak identification
• Underidentification?

This page was built for publication: Identification and Lack of Identification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3218992)