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...

Täydet tiedot

Bibliografiset tiedot
Päätekijät: Hendry, D, Lu, M, Mizon, G
Aineistotyyppi: Working paper
Kieli:English
Julkaistu: Nuffield College (University of Oxford) 2001