Abstract
In economic analysis, we often assume that there exists an underlying structure which has generated the observations of real-world data. However, statistical inference can relate only to characteristics of the distribution of the observed variables. Statistical models which are used to explain the behaviour of observed data typically involve parameters, and statistical inference aims at making statements about these parameters. For that purpose, it is important that different values of a parameter of interest can be characterized in terms of the data distribution. Otherwise, the problem of drawing inferences about this parameter is plagued by a fundamental indeterminacy and can be viewed as ‘ill-posed’.
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Dufour, JM., Hsiao, C. (2010). Identification. In: Durlauf, S.N., Blume, L.E. (eds) Microeconometrics. The New Palgrave Economics Collection. Palgrave Macmillan, London. https://doi.org/10.1057/9780230280816_11
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DOI: https://doi.org/10.1057/9780230280816_11
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