The Theory of Parametric Identification

DOI10.2307/1914036MaRDI QIDQ4775734zbMATH OpenOpenAlexFDO

Authors 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

Parametric inference (62Fxx) System identification (93B30) Estimation and detection in stochastic control theory (93E10)

Cited in

(25)

• Necessary and sufficient conditions for uniqueness of the minimum in Prediction Error Identification
• Logistic response models with item interactions
• First-order identification in linear models
• Analytic derivatives for estimation of linear dynamic models
• On identifiability of parametric statistical models
• Identification, information and instruments in linear econometric models with rational expectations
• On the Gompertz-Makeham law: a useful mortality model to deal with human mortality
• Global identification in nonlinear models with moment restrictions
• Identifiability criteria for Muth-rational expectations models
• Equivalence of parametric identifiability and estimability
• Consistent estimation for some nonlinear errors-in-variables models
• Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances
• Bias from misspecification of the component variances in a normal mixture
• IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS
• How common is identification in parametric models?
• A note on sequential ML estimates and their asymptotic covariances
• Weighted-covariance factor decomposition of VARMA models applied to forecasting quarterly U.S. real GDP at monthly intervals
• A discrete choice model for partially ordered alternatives
• Doubly bounded exponential model: Some information measures and estimation
• An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
• Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data
• Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression
• Identification with latent variables
• Identification of causal effects in linear models: beyond instrumental variables
• Parameter identifiability in statistical machine learning: a review

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