Identification in statistical inference |
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Authors: | B B VAN DER GENUGTEN |
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Institution: | *Catholic University, Tilburg |
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Abstract: | The paper deals with the concept of identification in inferential statistics. At first a general concept of identification is defined and developed. Thereafter, the general theory is applied to univariate linear regression and simultaneous equation systems. Finally, attention is paid to models with lagged variables and some new related problems are suggested. |
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