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to analyze the identification of a model independently of any particular parametric specification, it is useful to … perform a nonparametric analysis of identification. This chapter presents some of the recent results on the identification of … nonparametric econometric models. It considers identification in models that are additive in unobservable random terms and in models …
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This paper studies a class of models where full identification is not necessarily assumed. We term such models … frequently proceed under conditions that are best described as apparent identification. One objective of the paper is to explore … the properties of conventional statistical procedures in the context of identification failure. Our analysis concentrates …
Persistent link: https://www.econbiz.de/10004990834
We discuss statistical inference problems associated with identification and testability in econometrics, and we …. Nous analysons les problèmes d'inférence associés à l'identification et à la testabilité en économétrie, en soulignant la …
Persistent link: https://www.econbiz.de/10005100952
We discuss statistical inference problems associated with identification and testability in econometrics, and we …
Persistent link: https://www.econbiz.de/10005133053
We discuss statistical inference problems associated with identification and testability in econometrics, and we …
Persistent link: https://www.econbiz.de/10005133161
unique parameter values exist for such models, one needs to assess model identification. In practice, analysts rely on … local and global identification make this practice less than perfect. In this article, the authors outline how to use … computer algebra systems (CAS) to determine the local and global identification of multiequation models with or without latent …
Persistent link: https://www.econbiz.de/10009004381
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