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Model Identification and Non-unique Structure

Identification is an essential attribute of any model's parameters, so we consider its three aspects of 'uniqueness', 'correspondence to reality' and 'interpretability'. Observationally-equivalent over-identified models can co-exist, and are mutually encompassing in the population; correctly-identified models need not correspond to the underlying structure; and may be wrongly interpreted. That a given model is over-identified with all over-identifying restrictions valid (even asymptotically) is insufficient to demonstrate that it is a unique representation. Moreover, structre (as invariance under extended information) need not be identifiable. We consider the role of structural breaks to discriminate between such representations.

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Paper provided by Economics Group, Nuffield College, University of Oxford in its series Economics Papers with number 2002-W10.

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Length: 16 pages
Date of creation: 01 May 2001
Date of revision:
Handle: RePEc:nuf:econwp:0210
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  1. Aldrich, John, 1994. "Haavelmo's Identification Theory," Econometric Theory, Cambridge University Press, vol. 10(01), pages 198-219, March.
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