Identification Theory for Time Varying Models
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- David A. Belsley, 1973. "On the Determination of Systematic Parameter Variation in the Linear Regression Model," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 487-494, National Bureau of Economic Research, Inc.
- Cooley, Thomas F & Prescott, Edward C, 1976. "Estimation in the Presence of Stochastic Parameter Variation," Econometrica, Econometric Society, vol. 44(1), pages 167-184, January.
- 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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Thomas F. Cooley & Kent D. Wall, 1975. "On the Identification of Time Varying Structures," NBER Working Papers 0085, National Bureau of Economic Research, Inc.
- Andrew Chesher & Adam Rosen, 2015.
"Characterizations of identified sets delivered by structural econometric models,"
CeMMAP working papers
CWP63/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2016. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers CWP44/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2016. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers 44/16, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2015. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers 63/15, Institute for Fiscal Studies.
- Kociecki, Andrzej, 2010.
"Algebraic theory of identification in parametric models,"
MPRA Paper
26820, University Library of Munich, Germany.
- Andrzej Kociecki, 2011. "Algebraic Theory of Indentification in Parametric Models," NBP Working Papers 88, Narodowy Bank Polski.
- Hall, Stephen & Mizon, Grayham E. & Welfe, Aleksander, 2000.
"Modelling economies in transition: an introduction,"
Economic Modelling,
Elsevier, vol. 17(3), pages 339-357, August.
- Hall, S. & Mizon, G.E. & Welfe, A., 1999. "Modelling economies in transition: an introduction," Discussion Paper Series In Economics And Econometrics 9919, Economics Division, School of Social Sciences, University of Southampton.
- Andrew Chesher & Adam Rosen, 2018.
"Generalized instrumental variable models, methods, and applications,"
CeMMAP working papers
CWP43/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2019. "Generalized Instrumental Variable Models, Methods, and Applications," CeMMAP working papers CWP41/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam M. Rosen, 2017.
"Generalized Instrumental Variable Models,"
Econometrica, Econometric Society, vol. 85, pages 959-989, May.
- Andrew Chesher & Adam Rosen, 2013. "Generalized instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2014. "Generalized instrumental variable models," CeMMAP working papers CWP04/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2014. "Generalized instrumental variable models," CeMMAP working papers 04/14, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2013. "Generalized instrumental variable models," CeMMAP working papers 43/13, Institute for Fiscal Studies.
- Iaria, Alessandro & ,, 2020. "Identification and Estimation of Demand for Bundles," CEPR Discussion Papers 14363, C.E.P.R. Discussion Papers.
- Elena Stanghellini & Eduwin Pakpahan, 2015.
"Identification of causal effects in linear models: beyond instrumental variables,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 489-509, September.
- Elena Stanghellini & Eduwin Pakpahan, 2013. "Identification of casual effects in linear models: beyond Instrumental Variables," Quaderni del Dipartimento di Economia, Finanza e Statistica 117/2013, Università di Perugia, Dipartimento Economia.
- Bjorn, Paul A. & Vuong, Quang H., 1997. "Modèles d’équations simultanées pour variables endogènes fictives : une formulation par la théorie des jeux avec application à la participation au marché du travail," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 161-205, mars-juin.
- MacLeod, W.B. & Malcomson, J.M., 1993. "Motivation, markets and dual economies," Discussion Paper Series In Economics And Econometrics 9319, Economics Division, School of Social Sciences, University of Southampton.
- Pedro Brinca & Nikolay Iskrev & Francesca Loria, 2022.
"On Identification Issues in Business Cycle Accounting Models,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 55-138,
Emerald Group Publishing Limited.
- Brinca, Pedro & Iskrev, Nikolay & Loria, Francesca, 2018. "On Identification Issues in Business Cycle Accounting Models," MPRA Paper 90250, University Library of Munich, Germany.
- Ward, Ronald W. & Tilley, Daniel S., 1980.
"Time Varying Parameters With Random Components: The Orange Juice Industry,"
Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 12(2), pages 1-9, December.
- Ward, Ronald W. & Tilley, Daniel S., 1980. "Time Varying Parameters with Random Components: The Orange Juice Industry," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 12(2), pages 5-13, December.
- Nikolay Iskrev, 2010.
"Evaluating the strength of identification in DSGE models. An a priori approach,"
Working Papers
w201032, Banco de Portugal, Economics and Research Department.
- Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers 1117, Society for Economic Dynamics.
- David Pacini, 2022. "Identification in Parametric Models: The Minimum Hellinger Distance Criterion," Econometrics, MDPI, vol. 10(1), pages 1-14, February.
- Chrysanthos Dellarocas & Charles A. Wood, 2008. "The Sound of Silence in Online Feedback: Estimating Trading Risks in the Presence of Reporting Bias," Management Science, INFORMS, vol. 54(3), pages 460-476, March.
- Li, Gang & Song, Haiyan & Witt, Stephen F., 2006. "Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting," International Journal of Forecasting, Elsevier, vol. 22(1), pages 57-71.
- Grant Hillier & Giovanni Forchini, 2004. "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings 357, Econometric Society.
- Mukerji, S., 1995. "A theory of play for games in strategic form when rationality is not common knowledge," Discussion Paper Series In Economics And Econometrics 9519, Economics Division, School of Social Sciences, University of Southampton.
- Roberto Colombi & Sabrina Giordano, 2019. "Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(4), pages 1175-1202, December.
- Qizilbash, M., 1994. "Corruption, temptation and guilt: moral character in economic theory," Discussion Paper Series In Economics And Econometrics 9419, Economics Division, School of Social Sciences, University of Southampton.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberwo:0127. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.