Advanced Search
MyIDEAS: Login

Studies on the identification problem of the simultaneous economic models from viewpoint of unique determination of parameters (I)

Contents:

Author Info

  • Tian, Guoqiang

Abstract

Proceeding from the viewpoint that the parameters to be estimated should be uniquely determined, we definite the concepts of the distinction and identification of vectors such that under the basic assumptions of quite general nature, study the identification problem of the contemporaneous models and obtain a number of results. Among them, multicollinearity problem is treated as an identification problem. More noticeable in this paper is the idea of removing the usual assumption that no linear identities connect the exogenous variables. The one-step identification method and two-step identification are introduced. The usual major theorems about the identification for contemporaneous simultaneous models can be treated as special cases of our more general results. Also given in the paper are the concepts of almost identification and completely under identification. The proposal of the concepts of the distinction and identification of vectors is of great significance, in which the identification of economic models is abstractly included; further it has probability of linking up the relation between systems such as economic system, control system and biological system. In our following papers, we will study by using our viewpoints and methods the identification problems of the dynamic models (including the unstable ones), the nonlinear models, the error-shock models (also including the unstable ones) and obtain a number of theorems for the identification which are similar to contemporaneous models and are easy to verify.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://mpra.ub.uni-muenchen.de/41303/
File Function: original version
Download Restriction: no

Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 41303.

as in new window
Length:
Date of creation: 16 Oct 1982
Date of revision:
Publication status: Published in Science Exploration 3.3(1983): pp. 13-24
Handle: RePEc:pra:mprapa:41303

Contact details of provider:
Postal: Schackstr. 4, D-80539 Munich, Germany
Phone: +49-(0)89-2180-2219
Fax: +49-(0)89-2180-3900
Web page: http://mpra.ub.uni-muenchen.de
More information through EDIRC

Related research

Keywords: Identification Problem of th Simultaneous Economic Models From Viewpoint of Unique Determination of Parameters (I);

Find related papers by JEL classification:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Deistler, Manfred, 1978. "The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions," Journal of Econometrics, Elsevier, vol. 8(1), pages 23-31, August.
  2. Geraci, Vincent J., 1976. "Identification of simultaneous equation models with measurement error," Journal of Econometrics, Elsevier, vol. 4(3), pages 263-283, August.
  3. Hannan, E J, 1971. "The Identification Problem for Multiple Equation Systems with Moving Average Errors," Econometrica, Econometric Society, vol. 39(5), pages 751-65, September.
Full references (including those not matched with items on IDEAS)

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:41303. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ekkehart Schlicht).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.