Identification and Kullback information in the GLSEM
一般线性结构计量模型中的识别与 Kullback 信息
In this paper we employ the Kullback information apparatus in (a) obtaining the strong consistency of the maximum likelihood (ML) estimator in the standard version of the general linear structural econometric model (GLSEM); (b) deriving very siccinctly the necessary and sufficient (nas) conditions for identification by the use of exclision restrictions. The arguments given in (a), however, are equally applicable to a wide class of nonlinear models and the arguments in (b)…