Econometrica: Nov 1973, Volume 41, Issue 6

The Theory of Parametric Identification

https://doi.org/0012-9682(197311)41:6<1069:TTOPI>2.0.CO;2-0
p. 1069-1074

Roger Bowden

This paper sets out a general criterion for the identifiability of a statistical system, based on Kullback's information integral. It is shown that the general identification problem is equivalent to a maximisation problem, or where parameter restrictions are present, a problem in nonlinear programming. The relationship of this criterion to that based on the information matrix of the underlying distribution is also exhibited.

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