Pacini, David - In: Econometrics : open access journal 10 (2022) 1, pp. 1-14
distance and exhibits its relationship to the identifiability criterion based on the Fisher matrix. It shows that the Hellinger … criterion based on the Fisher matrix does not apply, like in models where the support of the observed variables depends on the … parameter of interest or in models with irregular points of the Fisher matrix. Several examples illustrating this result are …