Identifiability in Linear Models

DOI10.2307/1913941zbMATH Open0327.62073OpenAlexW2083446789MaRDI QIDQ4092830FDOQ4092830

Authors James Richmond 

Publication date 1974

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913941

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60)

Cited In (8)

• First-order identification in linear models
• On identifiability of parametric statistical models
• Dynamic Vector Mode Regression
• Linking item response model parameters
• Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities
• Identifiability and equivalence of GLLIRM models
• The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
• Formulation and estimation of dynamic models using panel data

This page was built for publication: Identifiability in Linear Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4092830)