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 i...
Autors principals: | Hendry, D, Lu, M, Mizon, G |
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Format: | Working paper |
Idioma: | English |
Publicat: |
Nuffield College (University of Oxford)
2001
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