Identification and Kullback Information in the GLSEM.

In this paper we employ the Kullback Information apparatus in (a) obtaining the strong consistency of the maximum likelihood (ML) estimator in the standard version of the general linear structural econometric model (GLSEM); (b) deriving very succintly the necessary and sufficient (nas) conditions for identification by the use of exclusion restrictions.

MoreLess

Year of publication:	1996
Authors:	Dhrymes, P.J.
Institutions:	Department of Economics, School of Arts and Sciences
Subject:	INFORMATION \| EVALUATION \| ECONOMETRICS

Check Google Scholar |

More access options

In German libraries (KVK)

I need help

More details

Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	24 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; D80 - Information and Uncertainty. General ; D82 - Asymmetric and Private Information
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005549167