Identification and Lullback Information in the GLSEM

Phoebus J. Dhrymes, Columbia University. Economics
2017
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.
doi:10.7916/d8cz3fpk fatcat:6v3itx3ejvfidorbnj3kbwpx7a