Abstract
The parameter identifiability concepts used in system theory and econometrics differ. In system theory the parameter identifiability definition is formulated in terms of the consistency of parameter estimates, see e.g. Tse and Anton (1972) or Ljung (1976), whereas in econometrics the parameter identifiability is related to a unique association of a distribution function to a given parameter vector. In the sequel we discuss the latter and summarize the definitions and results as given by Bowden (1973) and Rothenberg (1971).
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© 1985 Springer-Verlag Berlin Heidelberg
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Otter, P.W. (1985). Parameter Identifiability, Prediction-Error Estimation and Model Check. In: Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems. Lecture Notes in Economics and Mathematical Systems, vol 246. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45593-3_5
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DOI: https://doi.org/10.1007/978-3-642-45593-3_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-15654-3
Online ISBN: 978-3-642-45593-3
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