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Identification and Lullback Information in the GLSEM

Dhrymes, Phoebus J.

In this paper we derive very succinctly the necessary and sufficient (nas) conditions for identification in the general linear structural econometric model (GLSEM) by use of the Kullback information apparatus.

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Academic Units
Economics
Publisher
Department of Economics, Columbia University
Series
Department of Economics Discussion Papers, 667
Published Here
February 25, 2011

Notes

September 1993.