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Ӧ�ø���ͳ�� 2011, 27(6) 561-568 DOI:
ISSN: 1001-4268 CN: 31-1256 |
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On the Admissible Transformation View on Identification for a Linear Simultaneous Equation Model |
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Li Jinghua,Zhu Shangwei |
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Shanxi University of Finance & Economics |
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Abstract:
For a linear simultaneous equation model in
econometrics, one authoritative definition of identification is
Fisher's admissible transformation view. It takes parameter
restriction and covariance restriction together into consideration.
We show that the covariance restriction on disturbance terms may
obstruct the exclusion restriction on variables. The exclusion
restriction on variables is necessary for the test of
observationally equivalent of equations so that the union
identification does not hold true. |
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