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This note studies the criterion for identifiability in parametric models based on the minimization of the Hellinger distance and exhibits its relationship to the identifiability criterion based on the Fisher matrix. It shows that the Hellinger distance criterion serves to establish...
Persistent link: https://www.econbiz.de/10013041139
This paper examines the econometric causal model for policy analysis developed by the seminal ideas of Ragnar Frisch and Trygve Haavelmo. We compare the econometric causal model with two popular causal frameworks: Neyman-Holland causal model and the do-calculus. The Neyman-Holland causal model...
Persistent link: https://www.econbiz.de/10012886838
This paper provides a survey and synthesis of econometric tools that have been employed to study economic growth. While these tools range across a variety of statistical methods, they are united in the common goals of first, identifying interesting contemporaneous patterns in growth data and...
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encounter in applications. We discuss identification and testable restrictions of these models and present a variety of …
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overview of duration analysis, with an emphasis on the specification and identification of duration models, and with special … identification of the MPH model in great detail, we provide intuition on what drives identification, and we infer to what extent … underlying economic theory. For all these models we examine the conditions for identification. Some of these are intimately …
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We propose a blended approach which combines identification via heteroskedasticity with the widely used methods of sign … external instruments can prove necessary when the conditions for point identification through heteroskedasticity are not met … and offers a natural solution to the labeling problem inherent in purely statistical identification strategies. As a …
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