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A Note on Identification Test Procedures

Dhrymes, Phoebus J.

This paper discusses the meaning of "identification" tests in the context of the General Linear Structural Econometric Model (GLSEM). Its major contribution is to show that, contrary to some implications of the literature, it is not possible to devise independent test for all prior restrictions, and to clarify the meaning of results from such tests.

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Academic Units
Economics
Publisher
Department of Economics, Columbia University
Series
Department of Economics Discussion Papers, 638
Published Here
February 17, 2011

Notes

November 1992.

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