The Theory of Parametric Identification

DOI10.2307/1914036zbMath0287.93008MaRDI QIDQ4775734

Roger J. Bowden

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914036

Mathematics Subject Classification ID

62Fxx: Parametric inference

93B30: System identification

93E10: Estimation and detection in stochastic control theory

Related Items

Identification of causal effects in linear models: beyond instrumental variables, Consistent estimation for some nonlinear errors-in-variables models, Identification, information and instruments in linear econometric models with rational expectations, How common is identification in parametric models?, Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances, First-order identification in linear models, Analytic derivatives for estimation of linear dynamic models, Identifiability criteria for Muth-rational expectations models, Necessary and sufficient conditions for uniqueness of the minimum in Prediction Error Identification, An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification, Logistic response models with item interactions, GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS, IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS, A note on sequential ML estimates and their asymptotic covariances, On identifiability of parametric statistical models, Equivalence of parametric identifiability and estimability, Identification with latent variables