Title of article :
Identification and Kullback information in the GLSEM
Author/Authors :
Phoebus J. Dhrymes، نويسنده , , Phoebus J، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1998
Abstract :
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 siccinctly the necessary and sufficient (nas) conditions for identification by the use of exclision restrictions. The arguments given in (a), however, are equally applicable to a wide class of nonlinear models and the arguments in (b) Are equally applicable in the context of more general types of restrictions.
Keywords :
General linear structural model , Kullback information , Identification
Journal title :
Journal of Econometrics
Journal title :
Journal of Econometrics