TY  - JOUR
TI  - Identification in Parametric Models
AU  - Thomas J. Rothenberg
JO  - Econometrica
PY  - 1971
VL  - 39
IS  - 3
DO  - 10.2307/1913267
UR  - https://doi.org/10.2307/1913267
ER  -


TY  - JOUR
TI  - Estimation and Confidence Regions for Parameter Sets in Econometric Models
AU  - Victor Chernozhukov
AU  - Han Hong
AU  - Elie Tamer
JO  - Econometrica
PY  - 2007
VL  - 75
IS  - 5
DO  - 10.1111/j.1468-0262.2007.00794.x
UR  - https://doi.org/10.1111/j.1468-0262.2007.00794.x
ER  -


TY  - JOUR
TI  - Instrumental Variables Regression with Weak Instruments
AU  - Douglas Staiger
AU  - James H. Stock
JO  - Econometrica
PY  - 1997
VL  - 65
IS  - 3
DO  - 10.2307/2171753
UR  - https://doi.org/10.2307/2171753
ER  -


TY  - JOUR
TI  - Implications of Security Market Data for Models of Dynamic Economies
AU  - Lars Peter Hansen
AU  - Ravi Jagannathan
JO  - Journal of Political Economy
PY  - 1991
VL  - 99
IS  - 2
DO  - 10.1086/261749
UR  - https://doi.org/10.1086/261749
ER  -


TY  - JOUR
TI  - Coherent Measures of Risk
AU  - Philippe Artzner
AU  - Freddy Delbaen
AU  - Jean‐Marc Eber
AU  - David Heath
JO  - Mathematical Finance
PY  - 1999
VL  - 9
IS  - 3
DO  - 10.1111/1467-9965.00068
UR  - https://doi.org/10.1111/1467-9965.00068
ER  -


TY  - JOUR
TI  - Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments
AU  - Joshua D. Angrist
AU  - Alan B Krueger
JO  - The Journal of Economic Perspectives
PY  - 2001
VL  - 15
IS  - 4
DO  - 10.1257/jep.15.4.69
UR  - https://doi.org/10.1257/jep.15.4.69
ER  -


TY  - JOUR
TI  - What are the effects of monetary policy on output? Results from an agnostic identification procedure
AU  - Harald Uhlig
JO  - Journal of Monetary Economics
PY  - 2005
VL  - 52
IS  - 2
DO  - 10.1016/j.jmoneco.2004.05.007
UR  - https://doi.org/10.1016/j.jmoneco.2004.05.007
ER  -


TY  - JOUR
TI  - Exploratory latent structure analysis using both identifiable and unidentifiable models
AU  - Leo A. Goodman
JO  - Biometrika
PY  - 1974
VL  - 61
IS  - 2
DO  - 10.1093/biomet/61.2.215
UR  - https://doi.org/10.1093/biomet/61.2.215
ER  -


TY  - JOUR
TI  - High Frequency Identification of Monetary Non-Neutrality: The Information Effect
AU  - Emi Nakamura
AU  - Jón Steinsson
JO  - The Quarterly Journal of Economics
PY  - 2013
VL  - 133
IS  - 3
DO  - 10.1093/qje/qjy004
UR  - https://doi.org/10.1093/qje/qjy004
ER  -


TY  - JOUR
TI  - Statistical predictor identification
AU  - Hirotugu Akaike
JO  - Annals of the Institute of Statistical Mathematics
PY  - 1970
VL  - 22
IS  - 1
DO  - 10.1007/bf02506337
UR  - https://doi.org/10.1007/bf02506337
ER  -