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Identification and Kullback information in the GLSEM - MaRDI portal

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Identification and Kullback information in the GLSEM (Q1377311)

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scientific article; zbMATH DE number 1112379
Language Label Description Also known as
English
Identification and Kullback information in the GLSEM
scientific article; zbMATH DE number 1112379

    Statements

    title
    Identification and Kullback information in the GLSEM (English)
    0 references
    author
    Phoebus J. Dhrymes
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    publication date
    2 March 1999
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    review text
    The aim of this article is the usage of Kullback information in deriving identification conditions. The author applies the Kullback information apparatus for 1) obtaining the strong consistency of the maximum likelihood estimator in the standard version of the general linear structural econometric model (GLSEM); 2) deriving very succinctly necessary and sufficient conditions for identification by the use of exclusion restrictions.
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    zbMATH Keywords
    Kullback information
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    general linear structural model
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    identification
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    Identifiers

    zbMATH DE Number
    1112379
    0 references
     
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