Algebraic Theory of Indentification in Parametric Models
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Other versions of this item:
- Kociecki, Andrzej, 2010. "Algebraic theory of identification in parametric models," MPRA Paper 26820, University Library of Munich, Germany.
References listed on IDEAS
- Bowden, Roger J, 1973. "The Theory of Parametric Identification," Econometrica, Econometric Society, vol. 41(6), pages 1069-1074, November.
- Rothenberg, Thomas J, 1971. "Identification in Parametric Models," Econometrica, Econometric Society, vol. 39(3), pages 577-591, May.
- Thomas J. Sargent & Christopher A. Sims, 1977.
"Business cycle modeling without pretending to have too much a priori economic theory,"
55, Federal Reserve Bank of Minneapolis.
- Tom Doan, "undated". "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTZ00126, Boston College Department of Economics.
More about this item
KeywordsIdentification; Group theory; Orbits; Orbit representatives; Simultaneous Equations Model; Maximal Invariant;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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